The fantasies are harmless and normal, in my opinion. Of course if you are feeling bothered by them then it would be different for you.

What concerns me is when you say, "the first guy I liked offered me to stay at his place when I come back to the US from Sweden, and honestly I have no choice at this point. It's either him or be homeless". If you feel as though you must continue the relationship because you are dependent on him it is unhealthy.

Take things slowly with the fiancee. Don't rush into anything; there is no harm in a long engagement. I got engaged then married within six months of meeting my (now ex-) husband. I wish I had waited.

I wish you the best.