Your post is not entirely clear.
Your husband received an annulment.
He was required to go through counseling.
He appears to have gone through some counseling.
He does not want to continue with counseling.
You were married in a “chapel”, which would seem to indicate not a Catholic wedding.
It would appear that you have not had your marriage blessed.
He has become Catholic, but does not seem to be following some basic tennats of the Church, such as Mass on Sunday.
From the above, it would seem that there are a number of questions.
- was the annulment given subject to successful completion of counseling? I would suspect not, but rather that he could not either marry in a Church wedding, or could not have this marriage blessed, unless and until he was considered to have successfully completed counseling.
- has he in fact completed the counseling? Or did he just quit?
- if he completed the counseling as required, why have you not had the marriage blessed?
- if he has not completed it, why not? Is it getting into areas he does not want to change, or finds he cannot successfully change, in his life? Have you participated in the counseling, or are you aware, other than from comments from him, what the substance of the counseling was about?
- is there something else about this that casues him to think the marriage is valid, or is it just that he doesn’t want to deal with whatever the counseling was about?
The short answer is that if you have, as a Catholic, married outside the Church (that is, in either a civil ceremony, or a religious non-Catholic ceremony without the explicit permission of the bishop) and have not had the marriage blessed (or regularized) in the Church, yes, you are living in a state of objective sin.
The long answer is that in the above questions, there are a series of issues; I would hope that you and he together would address them openly, honestly, and completely. Failure to get at the bottom of what is going on within the dynamics of your marriage is not a foundation builder for a lifetime committment. In short, you are heading for trouble.