Extremely self conscious when having sex

I've been with my bf for almost 2 years. I am comfortable around him with almost everything, except when it comes to sex. I enjoy the sex but my anxiety gets in the way. I have to have the lights turned off and a blanket over my stomach when we have sex. I don't want him to see the face I make when I moan, I put a blanket over him if he's going down on me. I don't let him look at my vagina. I hate being self conscious and I wish someone could help me, I want to marry him someday and I don't want to feel this way the rest of my life... Please help.