Oh that is a tough one... talking about money is always tricky.
When I have tough conversations to get into with DH, I pull out my trick of saying, "I want to tell you about some concerns I have, let you think about them for a few days, and then talk again to get your take." My DH usually responds well to that, and comes back for the second conversation without being defensive, and having actually thought about what I said.
Have you tried getting really factual with him, and actually calculating out a budget, and showing him that it's not his job, but the furlough days, that are making things so tight, and that you know he can provide for you, but his current job boxing him in and making that impossible? It's so delicate- ugh.
Also, the Xbox. I hate it!
Except for when I use it to watch Netflix
Good luck!