Hi and welcome. I'm sorry you're having such a rough time.
You're kind of an enigma.

On one hand you say you don't want to tell anyone anything about yourself because you're afraid they'll tell someone, but on the other hand, you say you just want someone to listen. Which is it? LOL
I'm sure your family & friends are just as confused as I am. LOL
Why not sit your fiance' down and TELL him that you need for him to listen to you when you're feeling low -- when you're feeling depressed. You need to have a "sounding board." Someone to just understand how badly this depression can get! If he truly loves you, he certainly can't deprive you of that! And you SHOULD be able to trust that he won't say anything to anyone about anything that you tell him.
As far as the rest of his family, I don't believe you need to tell them anything. Hopefully, if you're fiance' is decent enough to listen, you'll feel better and you won't feel so "snappish" and short tempered with everyone.
Plus it wouldn't hurt to see a therapist. You need to be treated for depression. This isn't going to go away overnight. Depression is an illness and it has a way of staying with you one it has you in it's grips.

So see about finding a good therapist. I wish you the very best. God bless and please take care. Hugs, Lee