Woman to woman

My now fiance and I have been together for 10 years and have been talking about a 3 way for years now. When I had told him before I found an app and I was trying to find another lady for the bedroom he got upset....but later on asks me if I found anyone yet. He told me before to ask a gf of ours if she would be interested and so I did and when she replied right away she was down, again, he was pissed off.

More recently he went through my phone and found pictures of naked girls he was pissed off. He said "I'm just not sure what your trying to get out of our relationship" I'm so confused he said this is what he wanted but every time I tell him about another girl he flips a lid. Am I in the wrong here for having pictures of girls in my phone? It's not like I haven't sent them to him before. My thought is he's just insecure.