Sleep Talking about Sexual thing of your Ex affecting your current relationship?

Me and my fiancé have been together going on 3 years. Every other aspect of our relationship is going fine expect for in the bedroom. What I mean by that is I talk about my ex who I broke up with over 5 years ago. I don’t contact him or anything or haven’t even seen him since then. My fiancé is a guy who is a little on the heavy side and dealing with some self esteem issues from this, but also before this sleep talking thing happen. This has been going on for the entire time of our relationship and he is up at night because I am talking about my Ex, his size, what I want to do with him, etc, etc, and it’s driving him and me crazy. Also due to this issue we have a lack of intimacy because of insecurity, self esteem issues, and other things as well in the relationship on both ends that we also need to pan out. So with those issues, creates a lack of desire, and crave for him and me for each other. Every other aspect of our relationship is great except this part. I have done a sleep study twice, they tell me I am sleep deprive because my fiancé snores at night and causes a lack of sleep for me. I am also currently expecting our 1st child together so that is also a lack of interest as well, which don’t help because I am tired all the time. It seems like one thing after another in this area with us and we are tired and frustrated with this issue.We haven’t talk to anyone about this until now and now we are going to talk to a psychologist about these issues. Any advice????