Welcome to PC, Murmug.
Sorry that you're facing a similar experience with your current fiance. What matters is how you feel inside.
It *sounds* like you feel that you cannot trust your fiance, especially everything that has recently happened with him. He lied to you, repeatedly, about several different things. Is that something that you're willing to overlook? I don't think so. Is it something that you're willing to try to work through, with a professional? I don't know.
I do think that working through these issues is going to be a major challenge for you, regardless of whether or not you're with him. It really sounds as though your fiance is trying to avoid all judgment by turning it back upon you. IMO, he should take some responsibility for the lies that he's told you for so long. While he did explain that he's been using his cellphone to talk with his ex-wife, it certainly took him being up against the wall to finally get some admission from your fiance.
Your fiance just does not sound emotionally devoted to you. It also sounds like you simply c-a-n-n-o-t trust him either. Without trust, what is there??
Gentle hugs to you.