Hi & welcome to JA!
How would he feel if the shoe was on the other foot? I'm sure he wouldn't like it!
What it all boils down too, is that he needs to respect you!!! If he continues to talk to his ex he is disrespecting you! If he still has feeling for his ex, then I would reconsider the marriage!
I'm not saying don't marry him, but all the warning signs are there and you need to open your eyes and see it for what it is!! If they are just friends there is no reason why he can't talk to her in front of you!
If they are just friends maybe he should set up a double date, this way you can see what kind of interaction is happening between them. Also, if they are friends this double date can make their friendship easier on you! If not a double date, maybe you 3 can have a lunch/dinner date.
You need to tell him, again, how it makes you feel and that you are not comfortable with him still talking to his ex. He also needs to know that you do not appreciate the fact that he discusses your relationship with her. This needs to be a conversation and not an argument!! If it starts to escalate into an argument, stop and continue when all is calm. Nothing will be settled if you are screaming at each other!
The same goes for the ex! Tell her that you would prefer that she not call him any longer! A real woman will understand where you are coming from. But, don't be so upset with the ex, the real culprit is your man! She owes you nothing, he on the other hand owes it to you to respect you and honor your wishes!
I do believe that men and women can be friends, but when the friendship is hidden, that's when it becomes a problem!