Thank you for posting.
It seems to me, your boyfriend is all about himself. What he wants, what he prefers, and in order to get it, he is making you feel insecure and inadequate. Frankly, what he said to you about being 'dry' is just plain mean. He says this in order to justify his preference for anal sex.
I think deep down you know the answer to your question. Think long and hard before you continue with this relationship, and especially before engaging in any sort of threesome. This is not being frisky (IMO) this about him wanting more than just you. If that's not what you want, don't be afraid to walk away. You are only 21, don't settle. You deserve to be treated with respect and feel you are enough for the person you are with.
best of luck,