OK
I totally agree with not wanting to be watched playing with yourself. It totally changes the dynamic, IME, and I can't get anywhere with it. I find it really embarrassing - and I am VERY open and extremely relaxed with DH. I just can't cross that one line. I made him a video, once, when I was drunk and he was in another country and it was still cringeworthy and awkward and I have never ever looked at it because just, argh, nope, no way.
Playing with toys together, yes. Doing stuff in front of him just doesn't work and I can't let go at all. I get the almost there and then nothing, if I get anything at all.
I also disagree that it's about instructions or him needing to be trained. I think that he can find out for himself given the right opportunity - you both need to rediscover together what you loved about sex and what turns you on. So go right back to basics. Pretend like you're both virgins who have never had sex before and you want to discover it slowly - right back to kissing. You've got to get out of the mindset of sex having a goal (and so settling quickly into the easiest no-hassle way of getting to that goal) - instead it's a discovery and a communication and connection between you. Non verbal, mostly. So you start with kissing and that's the only thing you're allowed to do. Then you move the kissing and see what happens when you take it elsewhere. This is the time to start over so if there's anything he does that you've never liked, I don't know, kissing your ear or whatever, then say when it comes up. But mostly it's about taking everything really slowly, one stage at a time and really taking the time to enjoy that stage over a period of days or weeks - you say you've been without sex before so you can sort out your own urges in this time if you want to be really strict with it (and you should as part of separating the connection and intimacy of sex from your current idea of sex which is more like a race to the finish. It's much more relaxed if you don't have pressure for it to end a certain way.)
Obviously, over time you don't always have time to or want to spend a long time on sex. But I think this really helps to not only give you a sense of what DOES work, foreplay wise, but also to get you more relaxed and for him to see how he can relax you which will help long term. I think that the orgasm will come one day and surprise you, but you need to bring sex back to this open exploring communicating kind of thing. When you're more in tune he'll be more attentive to your body and you don't need to say things like "left, right, up, down", you're not a nintendo game. You'll probably then feel more open as well, not to "performing" for him like some kind of show but to be able to move his fingers or explain what kind of movements/positioning feels good etc.
Sorry for the total overshare 
but I hope it's helpful.