What to do?

I don’t know what to do. First I’ll say, I have this boyfriend that I totally love with all my heart and I’m very in to him. I’ve been friends with him for about a year before we started dating. So, everything has been really good. He would be very open with me and I’m open with him. He knows that I’m a light weight and I talk too much about everything when I drink alcohol. So this one day, we’re drinking alcohol and it’s on the weekend and he tells me about this girl that he’s been talking to since before me…. So he’s never met her in real life, only seen pics of her on the phone, talked to her on the phone and texted for the longest time. He knows her very well….He said that he talked to her through suicide and since he tried to commit suicide in the past, he’s connected to her and he feels like he has a responsibility to her. He said that if he was to stop talking to her and she committed suicide, he would never forgive himself. For this, he will continue to talk to her to prevent that. He has her saved in his contact as something that a man would save a girlfriend as….. so anyways, he will forever talk to this girl no matter what. He asked me multiple times would I do a threesome with Him and her because it would be his fantasy…. He brought up this conversation multiple times and nearly every time was when he was drinking. I told him that I would be very uncomfortable with this…. Just because I feel that even tho they didn’t meet in real life, they have a bond and he has feelings for her… as does she to him…. And she’s younger too, also very attractive..I feel that he will have an affair with her if I was to do that and eventually leave me for her. Days past and he continues to ask the same question. I eventually tell him , “yes…fine” and he texted her and told her that we will do a threesome….He calls her my little step daughter… I don’t like it…. My friends and family tell me that I’m stupid for staying with him, but I am in love with him and I really want to be with this guy because he is a really good man. There’s nothing more that I can ask for. but with this other female, I’m not sure what I should do…. Can someone help me