Firstly - that is a beautiful corset.
Secondly - he may have a right to keep the corset (he doesn't *really* but you were kind enough to let him.)
That doesn't mean he has a right to YOUR hard work.
If a customer ever got back to me and said they "had a right" to the pattern and mock ups of the corset I made them, I would't even need to post in here to know where I stood, so look at it that way.
Making it a bit more relevant - I make for burlesque performers a lot.
I recently had someone come to me wanting a costume based on the Lady of the Mist. She knew she wanted a corset and a long skirt. I drew up a number of designs, and from those she chose the direction she wanted it to go in.
The designs were mine even though the "character" was her idea.
She doesn't automatically have a right to the corset and skirt patterns, or even the design of the costume because she asked me to design around that theme.
It's no different in this case, and if he claims that he has a right to these things because it's his character more fool him - no one will want to work with him in the future.
Stand your ground on this one.

Well, I'm not a judge, but in my opinion, if you have made and designed the mock ups and patterns, they belong to you.
But if you have made him a corset as a gift, that would belong to him (just the corset, without mock ups and patterns), like you have said.

In the last couple of days I broke things off with my boyfriend of 4 years, and he hasn't taken it very well.
In the last year I designed and made him a corset, and I was fine with him keeping that, but he just contacted me demanding that I give him all the patterns and mock-ups for it, as they belong to him. I have had a lot of interest in the design and as it IS my design from start to finish, I told him that if he wants it, he shall have to buy the design and pattern from me, to which he got very nasty claiming that it belongs to him as it goes with his Steampunk persona, which he happened to create after the designs.
I don't want this to turn petty, but do I have the right to ask him to pay for them? I would rather keep them even then however.

http://vic-dustrael.deviantart.com/gallery/#/d5jsynl
http://vic-dustrael.deviantart.com/gallery/#/d5jsync