You may have heard this already, but have you talked to him about his masturbation habits? If a guy is used to masturbating to *get off* as quickly as possible, then his penis may become conditioned to that (thus, making regular sex too intense). If he practices masturbating to increase the time he is erect, this might your problem. Tell him to stop rubbing each time he feels his is getting close to ejaculation. Gradually he will learn to become less sensitive.
It sounds like he is already doing all the right things by prolonging your pleasure. Continue trying activities to prolong his pleasure, e.g. touching, stroking, etc. Each time he gets close, slow down or stop.
There are also numbing creams that you can buy at any sex shop. Be careful not to leave these creams on too long. There are also condoms that come with numbing creams, though I`m sure you`ve probably already tried that.
Next thing I would suggest is start researching or talk to a doctor for more appropriate medical advice. I hope this is helpful - good luck!
I am a doctor and have treated some guys with premature ejaculation before. Aside sophisticated diagnosis - one thing one can always try is not to care at all about the ejaculation but about the erection which should be maintained by various means after ejaculation. If this is lasting a while after the ejaculation or can be re-enacted after a while (also by training), successive or even continous stimulations and intercourses (and ejaculations) can be maintained for a whole afternoon and satisfaction is insured. Furthermore may frequent and prolonged sexual intercourses desensitise psychological and physical mechanisms of premature ejaculation. Sexual education with any suitable porn videos may help. Overall one could try to "do it as often and long and repeatedly as possible and not care about the ejaculation"
Second advise is to make sure there is not any pain or other embarrassment with sexual intercourse for the guy - or remove the cause of it - thirdly.. go and see an urologist or / and psychotherapist if nothing else helps.
I think you need to talk to him about it. Although this is such a sensitive topic, how can you keep going with a big pink elephant in the room? I also think that if you can put it out on the table and he can accept what you are talking about, maybe together you can find solutions. The first step is that he would need to be able to discuss this with you, and want to figure out what you guys can do about it. In addition, the embarrassed would need to be checked at the door. I mean, to me, before you can consider solutions, you really have to be able to talk about it, and want to change this together. Best wishes