How many similar episodes has she had in the past? I'm in a similar boat as your fiance (though you seem to be doing a lot more to try to reach her than my wife has tried with me). I would suggest telling her what your limitations are regarding this other guy and what her actions could mean for the relationship - you need to set some boundaries on whats acceptable to you, and what actions on her part would be unforgivable.

Going through something similar, one of my friends pointed out it may be self-sabotage; a self-destruct mechanism designed to sever my remaining relationships so I could commit suicide with a clearer conscience. Has she given any inclination that she may be thinking something similar?