Am looking for some fantasy or supernatural shows that are heavy on the romance. Slow building romance are good, but only if the romance is the main focus of the show. 

Somethings I like to see are - 

- Jealous or possessive male lead

- Mythical creatures

- Human - non human relationship - ideally the male lead to be the non-human

- LOTS of intense and intimate scenes between the two leads... I can be impatient and hate having to skip parts to get to the good bits. 

- Great actor leads is a plus. Male lead I like to be stoic or cold at first and then he grows to be more affectionate. 

- Historical shows are ok too, so this is also a plus if included. 

Obviously, not all of these can be included but the more the better. Some shows I enjoyed with some of these themes are - Fox in the Screen, Legend of the Blue Sea, Goblin, Scarlet Heart, W, Jekyl Hyde and I, Gu Family Book, Ice Fantasy, Eternal Love, Journey of the Flower. 

Go Go Go! Recommend away! And please try and tell me what it is about this show that you loved!!

Thank you :-) 

Maybe
My Amazing Boyfriend (chinese)
the man is the non-human one and the girl falls in love with him 
but i think the boy is kinda slow with realizing it or he's just playing cool 
but also a bit intense 

hope you like it
The Starry Night, the Starry Sea (c-drama) has many of the things you're looking for.

It's modern fantasy, human girl and merman. :) He's not very jealous but very protective and cold at first. I quite liked the romance in this and there is also a second couple that is pretty good. It's a rather lighthearted drama, an easy watch. Nothing amazing but enjoyable. :)
According to your specifications:

->Male lead as stoic or cold at first and then he grows to be more affectionate
5-ji Kara 9-ji Made (2015)

->Jealous or possessive male lead
Jealousy Incarnate (2016)

-> Historic
Love in the Moonlight (2016)

->Fantasy/Time Travel
Shuttle Love Millennium (2016)
Splash Splash LOVE (2015)
W (2016) 

->Couple Gets Together Early On
Something About 1% (2016)
The Liar and His Lover (2017)

->Fluff
Weightlifting Fairy Kim Bok Joo (2016)

Not in your list but definitely worth watching:
Full House (2014)
Naked Fireman (2017)
Q Series: Life Plan A and B (2016)