I'm sorry this is so tough for you, but he's wrong for not talking about it. You're right. He just isn't mature enough to see that.
- If e.g. I do something to upset him, instead of talking to me about it he gives me the silent treatment.
- He makes me feel like everything bad in our relationship is my fault.
- The worst thing about this is if I say to him "you never want to talk about anything" he seems to be shocked, insulted and COMPLETELY denies it.
- Call me crazy but I NEED to be able to talk things out with my partner. (You're right.)
- he thinks any sort of counseling is for "crazy people".
These are all red flags as communication between people in a relationship is CRITICAL for it to work. No communication = no relationship. The question is, will you recognize that and get out now, when it's less painful, or later, when it's more painful?
Many of us have been there, done that, got the t-shirt. Think about this before deciding. Can you really change him? He sounds very close-minded in inflexible. How long do you think this can last with him acting like a 4 year old? Seriously.
I have a long time interest in psychology, specializing in relationship dynamics for 30 years.
(Please note, we give the best advice we can based on the information given in a post. For better advice, please include the age of all romantic partners.)