Hi Pooky.
I would feel as awkward as you do in this situation.
Doesn't your cousin notice what he is doing?
You mention family members staring ~ does anyone say anything to him or to your cousin?
Giving someone a friendly hug is one thing, making it last uncomfortably long, is another. Backing you up against a wall is way out of line.
He says that your cousin doesn't love him and that they argue. It may be that he is either trying to make her jealous, or that he is using that old married man's chat up line of 'she doesn't understand me'.
It sounds as if this makes you uncomfortable, yet you are allowing it to happen. That's not fair on you.
I'm guessing that, as you aren't sure if it is appropriate, you don't want to offend, or stir up trouble ~ and yes, this sort of thing could cause a fall-out with your cousin.
Maybe he is just a harmless flirt, or maybe he enjoys teasing young girls, but, personally, I think that you need to put him straight. You can be firm but friendly.
If he asks for a hug, say that you don't hug other girls' fiances. If he tickles you, say something like: 'Do you mind ~ I don't think that this is appropriate'. If he backs you into a corner ~ tell someone you trust. If he frightens you, scream! If he compliments you, be polite and say thank you, but don't be effusive.
You mention family, can you talk to your Mum, or a sister, or aunt?
Do you mind me asking how old you are? Some men just like tormenting young girls ~ and he is a lot older than you ~ but then, he's engaged to your cousin. When are they getting married?
Be careful ~ just in case.
Tell someone your concerns.