Hi
A key thing that has really helped me with both of my rabbits for litter training is having multiple litter boxes. Would it be possible to put an extra litter box in the spot that he is going to the bathroom outside of the cage? Sometimes when rabbits are running outside their cage they don’t always go all the way back to their cage to use the litter box. The more boxes you have the better chance you have of your rabbit using them 
A great way to make the litter box enticing and so that the bunny HAS to go in it is to make it so that in order to eat hay or pellets the rabbit has to go inside the litter box. This can be done by either simply putting hay inside the litter box or hanging a hay rack above it. When I was starting training for my rabbits I would put the bowl with pellets directly in the litter box. I know it’s gross, but rabbits love eating and using the bathroom at the same time. Also, as ChaCha said cleaning up messes as quick as possible is very helpful.
It sounds like he’s being a little stinker about where he pees. It may take some experimenting to figure out what type of litter and litter box placement works best for him. What type of litter and litter box are you currently using? Large cat litter pans work a lot better than the corner litter boxes sold for small mammals, most people find out. While he is being stubborn, I don’t think that he would hold in his pee to the point it would too uncomfortable or harmful. When you do find pee outside a litter box, soak a paper towel or tissue in the pee and put it in the litter box, this may also help bunny take the hint.