He definitely needs to know that you are the leader. The thing I have found to be very effective are the Parelli 7 Games. It's a great way to build respect and trust, and it really teaches one to be safe on the ground with horses.
Poor boy is probably looking for a friend, I mean God knows what he has been through -- coming from a shelter. He needs to build trust and an understanding with you. He's probably terrified and holding tight to the filly because as of right now (not having a bond with a human, being you), she is all he's got!
In my opinion, I think you should separate them and then work with him DAILY. He needs to see you as his companion, his caregiver and his leader. This will come from lots of groundwork and patience, all suggestions made here are great. He will come around.
Well, he definitely has picked himself out as leader of the herd and unfortnately, you're standing at the bottom of it right now.
You know when you watch a herd of wild mustangs, the lead stallion will chase off the long or two year old stud colts? Keep pushing and pushing until they leave?
That's almost what it sounds like you need to do with him. Push and push him away. He's got NO respect for you whatsoever and that's just a huge no no.
This always works better if the horse is seperated but you can try the "join up" or if he's decent on the halter practice with him getting to move away from your pressure - pushing his hip over, his shoulders, back away from you.
Eventually he should give in to you just by a simply finger on the part of his body you want to move or simply by pointing.
Ask him to become soft in the halter by keeping pressure on him until he drops his head whereas you immediately release the pressure. All this will get him attuned to you and realise that he is not the leader anymore.