Now, in your DM, it sounds like you're mostly concerned about your boyfriend's attraction to this friend: You write that you asked your BF "why he likes her so much," and that you're wondering if you should be worried about his feelings for her.
So, let's talk about how to move forward. You mentioned in your DM that you've voiced your discomfort about his comments once, "as a joke." I think you need to try this conversation again — but this time,不是开玩笑。
Tell your boyfriend, flat-out and without any ambiguity, that having a threesome with this friend is not going to happen, that talking about it makes you uncomfortable, and that he needs to let this go. If he hears you on that, apologizes, and never does it again, well, good. That's a step in the right direction.
BUT. If he continues to push the subject at all, dump him. A boyfriend who doesn't respect your boundaries, and who pressures you to do things when you've asked him to stop, is much better off being your前任-男朋友。祝你好运。