I can't get past you trying to end it and him "refusing". Why are you still seeing him? You do realize you have a choice, right? It only takes one to end it.
Honestly, he's got you on the down low and is trying to convert you as well. He's messed up. Step back outside yourself and read what you wrote. It sounds abusive and like you're just along for the abusive ride. If it starts like this, do you think it will get better?
Tell him to get lost. He doesn't respect you, and you need to respect yourself. Nothing screams desperate like dating a guy because he refuses to take no for an answer and then looking into his cult. JWs are a powerful cult that utterly destroy families.
R-U-N, not just from him but also to see a therapist to see what makes you attracted to a guy like this. You're willing to overlook huge red flags, and that may be something you need to address internally.