Oz always has good answers, though I'm getting a very 'split-personality' type of vibe from your description.

Have you talked to him about how he seems very different irl than he does online? Mention this to him... you feel like he changes personality when he's not online and you'd really like to act out those 'fantasies' he creates with you online on the bdsm front.

Communication is key in relationships, especially on the bdsm side of things; tell him what you told us about how you feel.