This is coming from a recently divorced person, take it for what it is.
Based on everything you've said here my suggestion is this.
Keep all of your inheritance money in your own name in a separate account in a different bank. If you want to invest this money, open new brokerage and/or IRA accounts, preferably in a different brokerage (i.e. if you both have used Vanguard for your IRA's, open separate accounts in Schwab or Fidelity). Keep this money as separate as you can. It shouldn't even touch your joint or already open accounts. I don't mean that you should hide it from him or not tell him about it. But just to keep it as separate as possible from any of your existing family finances.
Come up with whatever reason you want on why you are doing this, but I wouldn't tell him you are doing it to fund you own IRA for years to come. I would continue funding your own IRA from family finances as you have in the past in the already existing account, not the new account you will open at new brokerage. Treat this inheritance like it doesn't exits, invest it, and don't touch it.
Based on what you said, you need time to either figure out if you trust him and staying in the marriage of if there is possible divorce on horizon. Plus there is that thing about his inheritance that just doesn't sit well with me.
Regarding of the fact that funding his IRA is better from a tax perspective, don't do it. It's not such a huge hit on taxes and you need to protect your interests in uncertain times.
In the event of a divorce, it is likely that he would have to sell up some of his retirement accounts for a settlement. Is this not a penalty free withdraw? I am not a lawyer, but it seems to me that sheltering this from him would allow him to make the argument that your finances were separate, and therefore individual assets should not be split.
In the event of divorce, he will not need to sell any of his retirement accounts. You go through a court to execute "Qualified Domestic Relation Order" (QDRO) and it basically splits his retirement account and you get a piece of it. It will become your Rollover IRA, so it will still be protected from taxes and penalties, unless you decide to withdraw from it later (I'm speaking from experience here).
Also, sheltering this inheritance from him will NOT allow him to make an argument that your finances were separate and that individual assets should not be split. You will be able to show that this inheritance came on such and such date and was deposited into your accounts on that date (new account opening date here). Everything else is joint/marital assets. Keep all possible documentation related to your inheritance (original will, all house selling paperwork, etc) in a safe place so you have it in case you ever need to prove from where and when this money came from.
BTW, when I was starting a divorce processes (I initiated it) I was a part owner on my parents' condo. I had no financial interest in that condo, and my parents added me to the deed just to make any possible future inheritance dealings easier. They bought that condo while I was still married. I am not even sure if my exH knew that I was part owner on that condo, but he probably would suspect that I was since he knew that I was also part owner on some other properties that my parents owed, but have sold by then.
Anyway, first thing I did was to ask my parents to remove me from the deed on the condo. It cost them about $500 through a lawyer, but they found out later, they could've done for free if they would've done it themselves. I wanted to protect them and their investment in case my divorce got ugly. It didn't, but if it did, and the asset search would've been made, that condo would've shown up as my assets, acquired during the marriage and then he would have a legal claim to it. I didn't want for that to happen.
For the same reason, when my parents wanted to give me a gift of cash and this was before the divorce was final, I asked them to keep it in separate account until everything was finalized.
One last thing, a lot of divorce layers offer free consultations. I would go and talk to one or two of them and ask how to best to protect your inheritance. Tell them you are considering divorce or they won't talk to you. Some of them would be very evasive during consult and refuse to give any information, even in general terms. Go to see someone else, until you find someone who will give a general advice that makes sense to you. I did that until I got the same answer from 2-3 different layers, that told me that the advice makes sense and is universal. That's what I did regarding my parents' condo. Got 3 lawyers to confirm the same thing. Before that I was getting a lot of nonsense from 3 other lawyers.