Delaying the guitar in his IEM wouldn’t change a thing. Adding a delayed/reverberated portion to his dry signal might.
Your recording setup would be correct for capturing a dry signal.
The delay on the channelstrip is there to virtually put his amp on the same line as the PA. Typically add 3 ms for every mtr the source is behind the PA speakers.
An unorthodox solution could be to use a second mic, only used in his IEM’s, on his amp, pulled back a bit so it catches more bleed from the rest of the stage.
I *think* it would be in his own interest to gradually let him get used to the more direct way of listening. Should he ever run into a situation with an external monitor engineer chances are he’d also get a close mic’d signal.
Good luck !
Giga