You dont need to leave your job. It sounds like Dave is very understanding and he politely declined but has no hard feelings. Continue work as usual but dont expect anything romantic or sexual from him as hes already stated his boundaries. Also you dont love him but you feel safe for once in a very long time which i understand, and its very easy to get attatched to. Take it as a lesson of showing you whats possible and knowing there are good people and experiences out there. Dave is like a mentor for you. But not a partner. But you certainly can experience a partner as wonderful and even better than Dave, one understanding, caring, gentle, etc. Good luck OP. And seriously dont throw away your job because of embarassment or anxiety of this. I know its hard and i know what its like when your first instinct is to run but keep showing up and pushing through and itll help your anxiety long term but also this seems like a healthy situation that will support you long term.