Struggling with my boyfriend's behavior

I never was taught how to set boundaries so setting boundaries and holding those are tough on me and I can never seem to hold them for very long. My parents just never taught me that. I've only been able to set one boundary and I was told it disrespectful and I was ungrateful. This was a boundary I tried to set with my parents and they never listened.

Perhaps you could approach this at a slightly different angle. Don't just ask him about the app and the picture because he could just lie and there's no way to prove one way or the other. Instead, sit down and discuss boundaries with him. Tell him what things you are comfortable with him doing and what things you consider unfaithful. This is a time you can tell him you're not okay with him doing the things you're concerned about without asking if he did it. If he pushes back, then it's possible you need to rethink your relationship. Compromise is important in a relationship, but these are not things to set boundaries of, not compromise on. If he cannot follow your boundaries, he will make a habit of crossing them.

Unfortunately this is something you have to confront and talk about. Preferably face to face but I hate those and the people I date usually understand I prefer to deal with anything emotionally sad or taxing over the phone. Text him something like "hey can we talk? I've been trying to find a way to ask you something but with my anxiety it just seems easier to do over the phone" you could add "if that's okay with you" to cushion it