Got a new sub

There's a lot of missing information before anyone can give you any advice.

The terms of your agreement in regards to key holding?
His likes, dislikes, and limits?
Then there is submissives aren't necessarily ever going to completely bend to your will and some always retain their vote. Not everyone submits at this level and if he's unwilling, and you want nothing less, it's never going to work out. Just because he enjoys some level of chastity play doesn't mean he's fully submissive.
Does he consider himself a brat, as in a submissive who acts out in order to receive attention and/or punishments?

Without any more information, the only sound advice that can be given is to talk with and communicate with him to find out his reluctance to submit.

Thertoplese said:

He enjoys anal, which is convenient, although he isn't a huge fan of blowjobs or swallowing his or my cum. He doesn't like a lot of pain or being tied up for longer periods of time. I'm pretty sure that his interest in chastity up until I found out was casual, but I'm hoping that I can introduce him to more and maybe get him to enjoy it. If he decides he doesn't after a while I will tone it down of course. I think he just isnt used to the level of kinkiness and is getting cold feet.

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If his interest has been casual and you're trying to build interest, have you considered slowing down a bit of the introduction? Stop introducing and expecting things he doesn't enjoy so fast, it's experimenting with a casual interest. Until he has a real desire to submit, it's not really hard to understand why he is reluctant and isn't getting into things you want but he doesn't. His interest has been in chastity, not in giving up his will to please someone else. There's a LARGE difference between orgasm and touch denial and submitting to things you don't enjoy, especially when you are remaining in chastity and not getting an immediate reward. If he's continually confronted with things he doesn't enjoy without that desire to please you, he's likely not to develop any further interest, let alone enjoyment.

Reward him when he does things he doesn't enjoy but you want him to. What would he enjoy other than being allowed to cum? Maybe allowed to edge? Maybe an hour outside of his cage? Maybe a ruined orgasm? Maybe a day off his chastity? Maybe anal sex?

Stop rewarding his reluctance and bad behavior with something he enjoys. Rough sex isn't necessarily much of a punishment if you like anal sex and be careful not to cross the lines of something you want to do NOT as a punishment when you are punishing him. Negative associations might ruin his enjoyment of any further rough sex because he'll think of it as punishment.

Introduce and build compliance slowly. He's not going to turn into a full sub overnight. Build tolerance and acceptance over time. Build time up in bondage, with rewards afterwards. Maybe start with building acceptance to a facial, then to holding cum in his mouth, then swallowing. Verbally praise him for his growth.

You mentioned he's not getting into it, if you want him to you can't keep just throwing things at him he doesn't like and expecting him to be excited about it, especially when they are coming with negative consequences for not being fully compliant. He's learning how to submit, if you want him to keep doing it, you have to teach him how it can be rewarding and how to enjoy it.

Legendary said:

Try to start setting rules for him. Like that he no longer owns underwear and that he must drink your cum for breakfast. Then punish him with exposure dares like blindfolding him naked and taking him to like a park

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Sure, because forcing several extreme things and things he doesn't enjoy when he only has a casual interest before is likely to build an interest in submission, not make him run for the hills. Someone who had to be convinced to give their key instead of seeking out a dom is going to react great to that.