I am happy with him but I don't know what's going on in his mind.
Why don't you ask him? He will be able to tell you whether it's him, you, or some exterior stressful situation or if the two of you as a couple just isn't working out.
I should and I will but the though of leaving him is just difficult already.
It's normal to feel that way since you've invested so much time, effort, and money into him. Of course it would be easier if you didn't feel the way about him that you do, but that's normal because you're human.
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