I need your help

I met my guy at the University. We are deeply in love now and have been dating for 3 years. For some weeks now we have discovered that we are cousins, he is the son of one of my dad's sisters. Unfortunately for me and my siblings we grew up without knowing who my dad's family was. This is because they were against my parents marriage, just because my mum wasn't Nigerian. We've always lived in my mum's country till 7 years ago when my dad decided to come back to Nigeria and took us along. His father died few months ago and surprisingly my name was mentioned in his will though he had never seen me. I think this is because i was named after him and probably he knew that. On the day that his will was read, the world dropped on me. I came to know my guy was my cousin. His mum is my dad's elder sister. I knew her, but as my boyfriend's mum, never did i think she was my auntie. My guy hadn't met any of my parents yet, so he too he couldn't know that we are related. Now my parents and his are asking us to break up. I am trying to be reasonable but he is not. He thinks we can build a family for ourselves without our parent's blessings. That's not acceptable for me. I grew up not knowing my grandparents, aunties and uncles. I don't want my kids to experience what i went through. I'm ready to give up our love, as painful and difficult as it might seem but i don't know if i'm taking the right decision. I don't want to regret in the future. I need your advice.