I'm sorry you're going through this Nick. I know you seemed like an incredibly happy person with your fiance. I hope the love is strong enough for you two to be together again, but if it's not, then here's my take on it.
For one, I would praise her. Even though this is a traumatic event in your life, consider yourself very lucky that the break-up happened the way that it did because things could have been a lot worse. She could have stabbed you in the back. She could have just abruptly left with no explanation whatsoever without ever talking to you again, and some partners do that. She could have waited to say something after you two got married and moved in, which would have made it an even more difficult situation. Be thankful that she is giving you some closure, and not only that, but still wants to be a part of your life seemingly. It's okay to mourn her. Cry as much as you need to. Let it all out. I feel your pain, man....I really do. I was in a similar situation about 6 months ago. The best thing I recommend is staying busy. Once you have mourned her, don't stay there. You need to stay busy and move on with your life because chances are, she's going to move on with hers (and if she's cis, she might happen to move on a bit more faster) When you're not busy, your mind will just dwell on her more and make you even more sad.
spacerace really nailed it- You dodged a bullet.
You seem like a great guy that has it all together. I sense that you will have no problems finding another girl that will totally accept you for you who are without reservations, if you never get back with your ex-fiance. I know it's tough, but hang in there.