Chelsy Unsure About Marriage

Chelsy, this sounds like a desperate situation. You are clearly upset and have really had your confidence hit by his behaviour - not surprising is it. If you were a friend, looking in at your relationship, and hearing tales like you have just explained, what would you say to that friend?
Think carefully about what you would say, and then, turn around, and reply to that friend - how you feel now, how you want to feel, and what you need to do in order not to feel this way anymore. In the meantime, don’t even think about having sex with him - paper bag or no paper bag.
Pillow or mask, light on or light off, whatever he tries to suggest. Step back from the sexual side of your relationship and, if you want to stay together, delay the marriage and insist that he agrees on some joint counselling. If he won’t, leave him. If he will, say you love him but you cannot have a marriage based on this kind of behaviour.
All you’re doing is saying this crosses the boundary of what is acceptable to you (and to the rest of us out here, but for now, just focus on your own feelings), and make it clear that you aren’t prepared to accept it.
If he doesn’t fancy you anymore, or he can’t face having sex while seeing your face, then he either has to address the issue of why, or he has to accept you will not continue with the relationship.
It’s unlikely, but you might actually discover that he has some self-consciousness that means he has become uncomfortable with eye contact during sex. It might be nothing to do with being less attracted to you.
That’s why I say counselling is going to be key here. Counselling or walking away with your pride in tact. It’s down to you to know if you want to work it out. It’s not very normal behaviour on his part, so it suggests that it’s less to do with his feelings about your attractiveness and more to do with some issues he has that need to be solved.

Marry a man who’ll only have sex with you if he can’t see your face? What’s the decision here? He not only sounds awful, he sounds as if he has serious issues that need resolving.
Rather than give him the engagement ring back, sell it and give him some money in a card, with a counsellor’s phone number. Give him a message he won’t forget.
This isn’t about you feeling rejected, this is about you telling him he needs to get a life. Sex with a paper bag on your head? It sounds like something off a murder/detective series - exit now.