You cant do anything. Its Lances own INSECURITIES. Youve done your part in letting him know. But I wouldnt give up guy friends for HIS sake. Ah hell no. If he cant accept you have male friends then you WILL always have problems. What happens when youre out in the workforce? Working with men? Is he going to have a problem then too? In order to have a strong healthy relationship you have to HAVE trust. He may trust you, but doesnt trust others, but the tension is ALWAYS there.
Id let him know BEFORE you get engaged you NEED to work this one out. If you done all you can in reassuring him and he continues to act like this, Id think twice about getting engaged. At least for the meantime.
everything happens for a reason...beginning to wonder why.