We live together... // ... I am beginning to seriously want out of this relationship. It is giving me so much anxiety.
I'm sorry you are feeling so much anxiety and tear down in your relationship.
Two highly sensitive people in a relationship can be challenging. He's reacting to his mood (taking it out on you), and you are reacting to his reaction (as most of us would). Experts will tell you not to take all this personally - but how do you do that? It's not you.
The space thing is also a challenge. Some people like very little space and some like their private time. This is a challenge many couples face. I have faced it myself in relationships. Its not a right/wrong thing, but rather a style or preference.
We can help you with this. It's often best to take a specific incident and looking at it in hindsight to see how we might handle a similar event when it repeats.