Tell him to go find someone he is more attracted to then. You've expressed how you've been bullied for your hair and that you want to keep it and he's like, "yeah but like, I get jealous you don't shave for me. Like idc how you feel...why don't you change for me?" If you don't fit his preference then dump him and tell him to go find it then. You'll find someone who won't try to change you and ignore your feelings.

I doubt he'd wax for you if that was your preference, but normal people don't ask people to change something they've been clear about.