I think it is an incredible gift to give to somebody but I would be incredibly hurt if DH did this without me being comfortable/on board with it. And to be completely honest I don't think I could be on board or comfortable with it. It would be interesting to know if most donors are in relationships & have completed their families or are single.
Has he spoken to you about why he's wanting to donate for? I read something before about him possibly wanting a son? Even if he had further children there's no guarantees they'll be boys & may all be girls. Is he happy having no involvement with the child's life? I'm just thinking if I was the recipient I wouldn't want to have to involve the donor.
You also mentioned another counselling session coming up soon for you both as part of the process? If you're uncomfortable with it all, I'd voice my concerns about it all then. Give you a chance to get it all out with how you're feeling etc.
Have you had a chance to sit down with him & tell him how it is all making you feel? I hope after he realises how it is affecting you that he wouldn't go through with it. It's not fair on you or your relationship if he's not listening to how this all affecting you. I hope it all works out.