Hugs. I am not sure what to suggest.

It depends on the crowd? Could you ask your fiancée what he thinks is best? I’d not follow him outside when he goes to smoke. My sister in law does that. My brother smokes. When I’ve met my husband, he thought my sister in law smoked too because she always follows him outside at parties. When I said she doesn’t, he seemed puzzled why she goes outside.

Could you maybe find one person you feel more comfortable with and just chat with that person? It could be challenging.