Are you really falling in love? Or is that loneliness (horniness) talking?

Has she given any real indication that she wants to spend (unpaid) time with you? She might just be stringing ypu along emotionally to keep her as a paying customer.

Do you have a savior (save-her) complex? Thinking you will "rescue" her from her current lifestyle? And she will be forever "grateful" to you in return? If this turns into a real relationship that makes for a huge power imbalance.

Do you even know the real "her" behind the escort? Or is she just playing a fantasy role of who you want her to be?

Maybe sit down and do monthly planning together. Keep a spreadsheet with planned payment goals, and then check in monthly to see where you are at.

You seem reasonable, accepting that he has made mistakes in the past. Its perfectly normal that you would just want to agree on a path to move forward. As newlyweds, you are probably planning for things like a home purchase, potential kids, etc.

Does he have strict/conservative beliefs against premarital sex? If not, it sounds like his fear of intimacy is something you should explore before marriage, and discuss in couples counseling. I too would find it odd unless its a religious belief thing.