ha ha jasper! 
I know it's not the same exactly, but there are similarities in culture.
'H' is egyptian. When we lived there, I never used to go out at all, followed all the 'rules' and a few more made up on the spot.
My H is not very religious at all, does drink, but no pork, no praying in spite of the immense pressure to do so by his 'peers'
I know you think he may not be with other women, but you do know that it's his 'right' to have 4....
And (got in trouble for wrongly phrasing this before so I'll be more careful this time) Foreign wives of muslims can sometimes not be viewed too well by some muslim women, in that they are easily dispensed with, she is giving him papers money etc and then he will be free to marry a proper muslim woman, or so they think, and therefore some of them feel utterly entitled to make extremely overt plays for MM, if he is married to a woman from outside the faith/nationality. So don't rule it out entirely.
'H' also is not bothered by anything to do with us. You made a comment about him taking it for granted about you following HIS rules etc, but this IMHO is where my 'H' and I went wrong.
We are splitting, he frequently says how did it get to his, I say ask yourself. I adored him, worshipped him, my heart skipped a beat when he came in the room. After the years of him taking us for granted, ruling me like a tyrant, when his key turned in the lock I felt sick with fear. From one extreme to the other in 6 or 7 years?
I could understand his insistence for you to adhere to his 'rules' if you were living in Algeria. (understand but not agree with IYKWIM..) You are in France though FGS.
I think a conversation needs to be had and you need to remind him that you follow all these rules, not because he tells you to, not because it is the way of the land you are living in but only out of respect for him.
If he were to start TELLING you how to live, then there would be a problem. You are living in a liberal european country and have equal rights and opportunities enshrined in law.
You are entitled, as all of your neighbours and fellow french citizens to go where you want, do what you want within reason and that is fine. You make the choices you do, out of respect for him and as such he ought to be a little more appreciative of the limits placed on your life that being with him have made a part of your every day.
He needs reminding that you have a choice of where and how you live, and you choose to live with him because you love him, you respect him and want to be with him.
If he can not trust you to allow you to make your own decisions, can not show you and your family that he is a keen father and husband who cares passionately about everyone's happiness and well-being, then tbh he is not much of a friend, let alone a partner.
FWIW, you converting would probably STILL not be good enough... you'd be forever made to feel as if you are playing catch up islam.
I've met a ton of converts in Egypt and competitive islam is just mad at times. 
Come back to the UK for a while, get your head together. I fear you have lived like this for so long you are almost used to it, institutionalised, and have forgotten what living freely IS.