Just because a guy has turned 21 it doesn't mean he must go to bars and clubs...
If he wants your relationship to survive he will see that going out drinking is going to place you under a lot of pressure and simply won't go!
If that is the case it will be you who is placing him under pressure...
Either way the relationship will be placed under a great strain and will be unlikely to survive, though it sounds as though that might not be such a bad thing...
The responsible and adult thing to do will be to discuss things and discover a compromise or common-ground that satisfies both so some of your trust issues can be worked through or overcome.
I suggest you encourage him to do the "manly" thing and visit a bar for a well-earned beer after work once or twice a week before going home to eat a little later than usual and then continue with similar evenings of self-amusement just like before.
Up to the present he has managed to entertain himself without visiting clubs and there is no reason why this cannot continue for the forseeable future, except for once a month, perhaps around pay-day, when he will visit the club of his choice for a night out, preferably with friends, but leave at a civilised hour having drunk only to his limit and check in with you before turning in...
It is very important for people to drink responsibly and that means discovering the amount of alcohol they can drink without it changing their character - and then never drinking more than that, especially if it makes them aggressive or violent when they shouldn't drink at all...
There is nothing wrong with talking to ex-girlfriends and some would say it is a sign of maturity to be able to do so...
Private parties with 3 girls is stretching the envelope quite a lot but you must recognise alcohol doesn't actually change anyone's character but merely removes social inhibitions and allows the real person to come through so whatever he is like while under the influence is who he really is - could be he isn't as committed to your relationship as you are and it could be he isn't really the man for you but you haven't yet realised it or it could be too soon for one or both of you to be in a permanent relationship...
You are obviously afraid he will stray sexually and if he has done so in the past it is highly probable he will in the future - leopards cannot change their spots! If the rest of your relationship is good you might discover, as many already have, there are many worse things than sexual fidelity and it is worth turning a blind eye to his sexual adventures in order to have a good relationship in other ways...
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