How do you move past anxiety around intercourse?

I used to be comfortable with it, but now there are several issues making me try to avoid it when the opportunity comes up.

1. Lack of privacy
2. Negative emotion (My partner is anxious and sets too high of standards so gets really upset if it's over too soon or he got too anxious to penetrate me. Intercourse isn't worth the meltdown most of the time.)
3. Fear of pregnancy (Which makes no sense considering I have an IUD)

This all got a lot worse after I had a really bad long-term infection that really made intercourse (and anything sexual for that matter) pretty horrible. But I used to just go with it and there've been a few times it was worth it. It hurts that I'm seen glimpses of it being satisfying. It would have been better if I never knew that intercourse could feel good.

P.S. We still have a sex life, we just avoid intercourse. I would like to have intercourse someday...maybe something like other people have. I would be ecstatic for it to last just three minutes every time and we both be relaxed. Anything more would be A BONUS. Although, I'm not even sure how to get there. Maybe I'm setting too lofty of a goal? Maybe just both being relaxed and penetration occurring?

Yes, we're in therapy, but we don't have sex surrogates here so all we can get are suggestions on ways to reduce his sensitivity. Since I don't live with him, there's not much I can directly help with and really he has much more important things to worry about so I don't know...

There is a new therapeutic approach called Somatic Experiencing that might help you or your partner. The principle is that anxiety or pulling away from people can be caused by trauma from your past. Working with a therapist, you can gradually revisit that trauma in a safe space and desensitize yourself.