Looks like both of you have multiple relationships. Whether he is gay or bi is a moot point because this would be the same problem regardless of Alex's gender since you feel he is taking some time from Avery.
Are you and Avery primary partners or are you non hierarchical? It seems like Avery and Alex have lots of new relationship energy. Did they just start dating? Is this your first new relationship for Avery?
The solution is you boring poly answer. A discussion about relationships, expectations and feelings. If it really doesn't feel right don't fall into the poly trap of not breaking up because you don't have to