First you have to find out from him why he interacts this way and if it bothers you will he stop. He may either be a flirt or not aware that he interacts this way. Some people are touchy feely and are not aware that they come across this way. See if he can stop the physical interaction and the changes in his communication if it bothers you. This may be fueling your insecurities. The only way to find out if he desires other women is to ask. Ask and then find out if he will support your need to be cautious. If he is a good boyfriend he will have no problem avoiding feeding into your anxiety. You will have to accept that he is a very social person because that is who he is. You have work to do as well. You have to work on your self esteem so that you are not analyzing his interactions with other people. He can help but you have to work on what is making you insecure. You can see a counselor if you feel that this is interfering in your relationships. Medication is not work on your self esteem, but it is addressing the depression. See a professional about the depression because that impacts how you see situations such as these
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Yes, I see your point. I think I should ask him openly and honestly about his interactions. I am also not a party kid (and he is), and have been going to several clubs with him, but when he tries to "help" his friends pick up women, it makes me even more insecure and I start feeling that maybe he also wants to talk to other women. What should I ask him without hurting his feelings? How can I make my case without sounding irrational/needy?
Regarding counseling: I have been thinking about it, but I guess it is time I see someone and follow through the whole counseling treatment.