Do you think you are being abused here by him?.
Joint counselling is never recommended in such situations and yes it is that bad. Abusive men do not respond well to counselling and (like your man has done here) often refuse to attend such sessions anyway. He has actually done you a favour by (currently at least, he may well stop you going) letting you see someone on your own. You need to talk in a safe environment.
BTW what are his parents like?. I daresay that he learnt how to control others from one or both of them.
What do you get out of this relationship now?. What needs of yours are being met here by him?.
You have probably thought for many years now that he would eventually change. Such men never change; infact the power and control ante ramps up even more over time. Abuse like this is hard to spot in the initial stages because it is so insidious in its onset and he likely met you when you were in a very low place yourself.
It took my friend a long time to leave her controlling man
but she has never regretted for one moment doing so. She can now be her own person and not be criticised or demeaned at every turn.
What has your counsellor said re your husband?. Is this counsellor to your mind helpful?. Abusers can be plausible to those in the outside word but I doubt very much that he can maintain the act even to them in the long term; I am certain that one or two people have their own unspoken suspicions re him.
You are truly trapped in a cage of his own paranoid making but you can set yourself free. You need to break free of him.
What do you want to teach your children about relationships?.
This is no functional model of a relationship you want to be setting your girls either because they could well grow up to copy exactly what they are seeing here from the two of you. They are learning to believe that this abusive controlling treatment of you at his hands is "normal".
I would suggest you call Womens Aid on 0808 2000 247 and talk this through with them further. Do also read "Why does he do that?" written by Lundy Bancroft. Your H is in those pages.