He's just behaving like a typical male honey gourami. He knows his fry are there somewhere, he just can't find them. Fish communicate by chemical signals and the fry's signals will be in the whole tank water. The dilemma is what to do. There is no other tank they can be moved to to get them out of the male's tank; and if you let them out of the box they'll be eaten.
I know these are your first fish and your first fry, but I think I would let them out of the box. Then get a small nursery tank. If you fill it with floating plants you won't need a cycled filter, and you'll be able to move the next lot of eggs/fry into that.
I know these are your first fish and your first fry, but I think I would let them out of the box. Then get a small nursery tank. If you fill it with floating plants you won't need a cycled filter, and you'll be able to move the next lot of eggs/fry into that.