I came out to my wife over 20 years ago. It was a few years into our marriage. Luckily it worked for me. I am sorry about the pain you and your fiance are going thru. I have read some many of these stories, from one end of the spectrum to the other. I know you regret telling her. But you were honest and that should not be a bad thing.
I was watching a youtube video about a person who transitioned. They told the story how they were at work and got the phone call from their wife. She thought he was having an affair, she found some panties. He rushed home to tell her they belonged to him. And he told her he was a crossdresser. Their marriage fell apart. He went on to transition. The only reason that I am telling this story is, not telling our SO has risk also. I suppose you could not tell them, and never own any clothing. Could they find your membership at CDH on your phone or computer? Everything has risk. Many of us suppressed our feelings for decades and have come to regret it. Please don’t beat yourself up. You were honest.
You are a good person. Crossdressing is not the evil that some make it out to be. Not sure if you want to hear this but, please be kind to yourself! Punishing yourself is not good for your health or your mental state. It will not solve anything.
Hugs to you!!!