In other words, you're looking to string him along; mislead him.
Since we don't know exactly what was said, we have no way of assessing this intelligently.
You wrote that the photos were "suggestive." Were they more than "suggestive"? Regardless, you apparently sent them without receiving any money and without any expectation of receiving money, so I doubt that, by itself, was criminal.
Here's my suggestion:
Tell this guy you've changed your mind. Thanks, but no thanks. Change your cell number and any other contact info. To the extent possible, cancel your membership and delete your profile on the "sugar daddy site." Get a real job and take care of yourself.

