Hello. Welcome to PC.

I'm sorry you're having such a tough time. Jealousy and the anxiety of possibly (at least in your mind) losing your fiancé is painful. I'm glad you are seeing a therapist. The sooner you tell him, the quicker you can process and heal. In fact, you could just show him this post. Have you talked with your fiancé about this? That might help also. Sending big hugs.