(I'm actually a transitioning M2F, I hope it's okay for me to comment here.)
One big thing: try not to take things personally. For most of us, transition is a confusing and stressful experience, and going through HRT in particular is often described as a "second puberty," and we all know that most teenagers experience emotions they don't yet know how to handle well. If your fiancee is M2F (I couldn't tell if your use of the feminine word "fiancee" referred to the "before" or "after" gender), estrogen in particular can really do a number on your emotions if you're not used to it. If your fiancee is upset or miserable or unexpectedly euphoric or whatever, it might not be anything you did or could do anything about, it's just the transition.
This doesn't mean you should put up with bad behavior, though.
Another thing is to be honest with yourself and your fiancee about what you are going through. I don't have an SO, but they say that SOs of transitioning trans people undergo their own sort of transition. Transitioning may skew your fiancee's perceptions, so it will help them if you can tell them what of what they're seeing in you is real and what isn't. (Remember that "Real/Not real" game in Mockingjay?) And being honest will help you get through this.
I hope this helps.
