I think I would have advised that you indeed tell him that you will not lie or hide things for him anymore. However, his actions when you were direct and honest about sex are very concerning. As Florence said, the boundaries that you establish are about you. They are not a threat to him or a warning. That wouldn't work anyway because you didn't Cause it - you can't Cure it and you can't Control it.
I kept so many secrets for my STBAXH (I kept them for me too). I have no doubt it gave him the security that he wanted to keep on keeping on with the drinking and verbal abuse. The message my actions and silence sent was very, very clear. I wonder if this concern about your "message" should be the focus right now.
As others have noted, he is showing you that your refusal to play along causes him to lose control. Maybe the highest priority is to come up with a plan that will allow you to leave at a moment's notice in case things get more violent. You may never need that plan, but it sure doesn't hurt to have one.
Take good care of yourself.
Hugs,
MamaKit