Honey, you know that lies always turn around and bite you in the fanny, so don't tell any lies.
Just tell him the truth. Tell him you don't know where your parents are, as they were NOT really "parents" to begin with. Just tell him that you had a difficult childhood, and some day you'll tell him the whole story.
Let HIM decide what to tell his family. They don't need to know everything. It's really none of their business right now. If you two decide to get married, then of course the "story" will all come out. But right now, there's no need for them to know everything.
I wish you the very best. Please take care and God bless. Hugs, Lee