I agree that he's being abusive, but ....have both of you sat down and had a serious conversation about this situation?

Since no one has pointed out yet , this supervisor and how you have feelings for him ..... I'm sorry but you need to either get back on track with your fiancée or end it and be single for a bit to figure out what is important and what you will and will not allow in a relationship.

If you do throw out the " if you don't respect me more I will leave" make sure you actually can/ will leave as in housing, paying bills etc. on you're own.