Hi Dilemmat, If I am reading this right your fiancé is in love with you and a woman too? If that is true, there may not be anything you can do to make the relationship right.
But, she has lied continually to you, which makes me ask will you ever trust her? I know that spying is not right, but you said you needed to know. Once you found out that your suspicions were right you still questioned your fiancé about the future of your relationship!
It sounds like you realize the mistakes you made with this girl, but regardless, problems can be worked out in other ways. Problems in a relationship need to be discussed and worked on and they are never an excuse to cheat. Cheating is an ultimate betrayal and you deserve much more then that.
She said she did not know if she wanted a relationship with you, I would not even give her the satisfaction of playing you like that. I think she made up her mind when she lied and cheated.
I hope that you will move on and find someone who will honor the relationship. And hopefully you will realize the mistakes you have made and correct them with the next girl.
Good luck to you