If you’re insecure then he’s giving you reasons to be. If he’s going to call you insecure, f it, act insecure to show him what insecure looks like 🤷♀️ red flag for sure.
Approach the topic at the right time (not when he is stressed/in a bad mood or when he just gets off work) Stay away from the word “you” and something like “I feel uncomfortable with this friendship with female coworker because….” I would go with the “how would it feel if I went out to lunch with a male co worker?” It is about respect and how you feel. He should do whatever makes you feel comfortable and secure and safe. (Don’t let the “I don’t want to hurt her (female colleague) feelings, her feelings doesn’t matter only the wife’s!)
Time will tell ..what’s done in the dark will most definitely come to light!😂