It is hard to say exactly what is going on, but from what you are saying it sound like he has some anxiety around sex. I would not take it personally. I know that can be hard to do. If he is concerned about it, then he might want to talk with either a doctor or a therapist about what is going on for him.
The best advice I have for you is to relax. The more relaxed you can be about it, the easier it will be for him to relax. If you start to get anxious too--if you take it personally or if you put a ton of pressure on him--then it is just going to feed the anxiety. Allow yourself to be easygoing and playful about sex. Approach it with the attitude of "If he climaxes, great. If not, that's ok too." Just enjoy your affection and sexual interaction without expectations, and see if that helps lighten the mood, which might make the who process easier for him.
But he isnt coming at all...like not only is he not climaxing he isnt coming at all. Nothing. I just feel extreme guilt and low self confidence.