The only thing you can do in this situation is take care of yourself. I know you love your fiance, but you are still your number one priority. I'm glad you're in therapy for yourself. I'd be interested in your therapist's take on all of this...

It worries me that he isn't interested in seeking therapy for himself or for you as a couple. To me, that would make or break it. To me, it says that he doesn't see this as a big enough problem to warrant help, or isn't even a problem at all. I'm sorry I can't offer any more solid advice.

Do everything you can to keep yourself safe. Don't let yourself fall into thinking that you deserve what you get, or that this isn't that bad because things have been so much worse. Which is worse is a moot point. You shouldn't have to put up with it, period.