Madness, I have gone through what you have regarding a partner who does not understand your condition. I ended a relationship recently because the guy simply could not grasp my condition, and had no idea how to support me.
My doctor said to me, "You are a perfectly healthy girl who just has a chemical imbalance in your brain. There is nothing "wrong" with you."
All we can do is try, and not give up. You need to have a good talk with your fiance, and find exactly where he stands when it comes to your depressive state. My parents marriage failed because my dad could never understand my mom's bipolar disorder and depression, nor did he know how to support her. People like us need partners who will help and guide us through our dark days, not criticise us when we are feeling at our weakest.