Welcome! I myself recently rocked my poor wife's world when I just could not live the lie anymore. I have seen her go through what you are likely going through right now. She had dreams of her and her manly husband living happily ever after, and growing old together. Then I go and shatter all of that by telling her I never was the man she thought I was. She naturally grieves the loss of her man, but over time, she has been very good about being very supportive and selfless and wanting what is best for me, rather than herself. And it's amazing.
I think if you spend some time rather than strictly focusing on trying to find support, instead spending a lot of time trying to understand how we transgender people think and the struggles we go through, and I bet you will find yourself feeling a little more at ease. I hope you don't have any feelings of taking it personal in any way. I have seen that happen, where I spouse, fiance, boy friend, girl friend feels like maybe it's because they are not good enough or something. Your mind can play some very cruel tricks on you like that. Your fiance most likely has been dealing with these feelings for their entire life, and it is only when it finally got too painful to hold in any longer, that it finally came out. It can be an extremely difficult thing to break to someone. Especially someone who is going to be so drastically affected by it like a fiance or spouse.
Most marriages end once this kind of news comes out. Because for many women, it is a deal breaker for their husband to become their wife. Or for men, for their wife to become their husband. I love and adore my wifes feminine girly self much like she loved my masculine manly self. So putting myself in her shoes, if she were to come to me and tell me she wants to have a penis and be my man, that would really freak me out, and I'm not sure how I would handle that. Because I am not at all attracted to men. So I don't know how in the world she is handling it. But she is dealing quite well with it amazingly, and just loving me and supporting me, and taking me shopping for cute clothes and things and it is amazing! It is so amazing to have that love and support despite such a life altering revelation. I wish all transgender people could have that kind of love and support and acceptance in their lives.
The percentage of transgender people who commit suicide is quite high. And that is not necesarilly because of the ->-bleeped-<- itself. It's not like it's a mental condition that makes you more susceptible to suicide. The main reasons for suicide, are a lack of love and support and acceptance and belonging. Knowing that you cannot be accepted for who you are because so many people think it is so weird. Watching your family members and spouse or fiance pull away from you at a time of your greatest need. It can all be very psychologically harmful to someone dealing with this. Knowing you can't change, yet knowing that being the way you are, and dressing the way you want and need to to feel right about yourself, brings so much judgement and odd stares and things. It can be too much after a while. So I don't know what the future holds in store for you and your fiance. But just know, that they are going through a lot, and so are you, and you both need love and support. When a person transitions, it is not only them transitioning. Everyone around them also has to go through a transition of sorts themselves. And a lot of us trans people recognize that, and we try to be careful not to do too much too fast, because we do love and care about our partners and want them to be happy too. You may actually find that as you show your fiance love and support, they will likely become much happier and as a result may even treat you better and more loving, and you might find that you love their "out self" way more even though certain aspects of the relationship are going out the window.
Just some thoughts from a transwoman who is married to a straight, cis woman. :-)