How YES, he's still insecure, because I'd like to inform the world (being that sort of insecure person myself, about those kinds of things) those kinds of insecurities don't magically go away, even in the face of reassurance. Indeed, often reassurance for those insecurities can be kind of like Silents: you can only remember it when you're LOOKING RIGHT AT IT.

Yes, EXACTLY! I love that Rory's insecurity is there, but it doesn't overwhelm all his other amazing qualities, not to mention his ability to break bits of NASA.