One of the issues that the male body has with its attitude to sex is that as soon as we cum/orgasm we lose all interest in more sex, or even become disgusted by the idea of the thing we just did, in order to cum.
For men who are insecure in their sexuality this can go from one extreme to another. When they are horny they want to have sex with men but as soon as they cum this feeling vanishes and they are left feeling like they've done something wrong, guilt ridden and angry. Once the moment passes some guys even get violent
From what you've said it would seem like you're not comfortable with your sexuality. Terrified being the word that you used and I reckon that when you're horny, and the hormones/adrenaline are flowing, it gives you the boost of courage you need to sometimes meet with people. Then when you cum your mind does a 180. You're probably running away because, after orgasm, two things happen. The first is you've just come and therefore lost pretty much all interest in sex. The second is that once you've had an orgasm all your anxiety comes flooding back and you start feeling terrified again. It's no surprise you want to leave.
On top of this you would appear to have a problem with what most would call premature ejaculation. We've all been there, or most of us have, where we get so excited by something we just cum really fast and sometimes unexpectedly. I'm usually one that can last for a while, but one time I just lost it and within seconds I had shot my load. I was amazed, quite honestly, that my body could even do that. I rather enjoyed it because I had an orgasm without needing to do much of anything to have one, it was a refreshing change.
Having sex with a man is probably something you consider a bit of a taboo. It's this thing you aren't completely comfortable with, that drives you wild with desire and, as you're not out, is also quite risky. Doing things like this is akin to what adrenaline junkies live for. It's entirely possible that the heady mix of adrenaline, excitement, hormones plus an actual guy to have sex with are what's helping to trigger your premature ejaculation. Now while a gay massage therapist would be useful in getting you comfortable with the touch of another man it might not help when it comes to actual sex.
It could be the exact opposite of that. You might be fine with being touched by another man. Maybe what sets you over the edge is the thrill of being able to touch another male body. Maybe hiring an escort (if that puts you more at ease because they are professional) would be an idea. You just say to them I want you to lie there and do nothing. Let me touch you and get comfortable feeling your body etc. You could also do this with a random guy on Grindr.
Don't touch your own dick and communicate directly that you don't want to be touched, at least right away. Tell them why. Be honest with the person you are speaking too. If they don't take you seriously, or laugh, find another guy. Say you want to touch them all over, jerk their dick, suck it, rim them, whatever. Maybe you want to make them cum. The point is to get you into a situation that isn't going to be over in five seconds and to hopefully offer some degree of fulfilment on your part as well as desensitising you to being with another naked gay man. Lots of gay men would love to lie back and be worshipped if that's what you'd like to do. Once you've made them cum you might be happy to have them make you cum too.
Another option is for you to be honest with yourself. Say to yourself I'm going to cum in 30 seconds and that's okay. I am also going to want to run when I do cum but that's okay too because all men feel this way, to a degree, after they cum. This feeling passes and you are okay. With me it lasts 10-15 minutes. Yours will be far more intense but it will pass. Let the other person know before hand that you cum really fast. There's no shame in this. I had a fuck buddy who did sometimes. We'd meet up, I'd start to kiss him, we'd start to remove each other clothes, but before we both got naked he'd cum in his underwear from the kissing and body contact. We'd just carry on foreplay, his moment would pass and then we'd do more sex. He'd apologise but I thought it was really hot. You could even turn this into something totally sexy and own it rather than be ashamed. If you're going to cum from grinding against each other and kissing, be like 'oh fuck I'm going to cum' and get your dick into position so you can put it on display letting him really enjoy watching you shoot. Don't hide that hotness away. Enjoy that orgasm and let him enjoy it too. You'll need to work on sticking around after you've cum but all guys have to work on this. If he's made you cum it's only polite to return the favour. This running feeling does not go away when you're in a relationship either, at least for me, I still feel like running away right after I cum. So working on sticking around is useful for other reasons too.
Don't expect too much of yourself. This is why communication is important beforehand. Let him know that you will cum first and will feel like running when you do. Tell him you want to try not leaving but don't know if you'll be able to. Maybe you'll stick around for 5 minutes. Maybe you'll say you will get dressed when you cum and put the TV on and try watching that as a distraction. Maybe you'll put the TV on as soon as you start having sex and use it as a distraction immediately after you've cum. But talk to him. Find someone understanding to work through this with.
If you're the kind of guy who can cum again after a few minutes rest this will be even easier for you. You could even try jerking off before meeting up in an attempt to make it harder for you to cum a second time.
This has all been about sex so far but that's what your original post was largely about. The other issue I see is you being comfortable in the presence of other openly gay men who know you are probably gay too. This is incredibly liberating as you are free to express your love for men, and things gay, without fear. Well I mean they might argue with you about which celebrity is the hottest and laugh at your taste in men, but that's part of the fun. But while this is liberating it can also be very scary, these people know your gay! They don't care and want to have fun with you and talk with you about the gayness and gay stuff something you haven't been able to do before. It takes time to get used to this too. You sound like you need this as much as the stuff above. This comes into sex too because when you meet with a guy you're implicitly admitting to him that you like men. You aren't directly coming out to him but you are coming out to him. It's scary.