Yes, he wants sex all the time but not intercourse, because he does not last very long, and it embarrasses him.Now I'm confused ... how does he want sex all the time but not intercourse? Does he think he's not "big" enough or that he won't last long enough for you to get satisfaction too?
You seriously need to sit down and talk about it - with a therapist if necessary.
Will talking about it help him last longer?