Welcome, first of all.
As far as you described things, I think that there are some steps need to be done. You need to be open about those issues and tell the new woman what is going on and that you need some time to sort things out. Put things on hold before anything else. This is a really fresh and new connection you have there, don't let it deepen if you aren't on equal footing with your fiancee. This wouldn't be fair and it will only complicate things.
The next thing is, understanding something theoretically and being OK with it and doing something practically and be OK with it are two different things. Talk to your fiancee about her issues. Maybe she hasn't experienced this specific constellation before, maybe her own poly experiences were more limited than you thought, maybe things simply changed and she doesn't feel comfortable to be poly with you, whatever her reasons are, talk about them.
And most importantly: Don't think about adding a partner as long as you two aren't on the same page. This won't do you any good and it could seriously disrupt your relationship. Of course, you don't feel too good about being pushed back and forth in this. Explain it to her, how you are feeling and why you feel reluctant to just call this newly developed relationship off right away and ask her to do some work concerning what she wants and why.
I don't get why you feel like a scumbag. You can't read her mind, she needs to learn to speak up if things don't feel right. Without honest and open communication you are both in for a ride that won't be pleasant. Lastly, search for some stories about triads and unicorns. The problem you discovered is a common one, where feelings don't develop equally and one of the three is feeling left out. It is a really utopian perception that equal loving or equal relationship development will take place in such a situation. That's not how humans function. Maybe your expectations are a bit off in regard to what is likely to happen if you start exploring this kind of relationship.
Wishing you some peace of mind and some good, clarifying discussions. Good luck.
Facts: 30, female, bi, v-type relationship with Sward (husband, straight, mono) and Lin (boyfriend, straight, mono), poly-fi and co-primary.