I echo lastyear's statement about you being brave to share this...it is a very taboo topic and obviously uncomfortable for you.
You are probably right about it relating to your lack of father figure in some way, but I am not qualified to even guess at in what way.

It is also a double-bind, the more you try not to think of something, the more you end up thinking about it. You mention feelings of romance, passion and shame - all of which are very powerful and may explain why you find these thoughts compulsive.

Fantasies, by definition, often involve things which we would never actually do - that is partly what makes them so enticing. Many people fantasize about rape or other sexual acts they would never contemplate in real life.
As long as the line between fantasy and reality is always clear, there is no harm in them, except in the anxiety they cause you yourself.

I would suggest try to relax and accept your fantasy for what it is - just a mental diversion which you enjoy and which does not make you a sexual deviant - no more than my fantasies of scoring the winning goal in the world cup final make me a great footballer, sadly...

Please don't think I am making light of your anxiety - I can imagine how it must trouble you, but it is very hard to eliminate a thought pattern and easier to learn to live with it and not beat yourself up over it.