Can't orgasm?

Alexa
I lost my virginiry to this guy four months ago, and we're still seeing each other. Things seem to be getting more serious, and I really, really like him.. But I've never orgasmed once with him. Last night he tried fingering me, and it felt amazing, but I still couldn't orgasm.. I don't know if it's nerves or what.
But when I'm by myself, I orgasm in like two seconds, but it's all clitoral. But sex/penetration feels better to me?? I don't know... 😔 it's starting to get frustrating and I shouldn't be frustrated with sex...
Does anyone know what could help?