Well I can't speak from any great amount of poly experiance but it does seem that you have the same basic insecurity problem as anyone who is on new turf.
What worried me is that you don't seem to know how much the fiance knows about you and your girlfriend.
If she's truly 'poly' he should KNOW. Poly is about openness and honesty. If she's 'hiding' you then she's not being poly, she's cheating.
With all my heart I will love and not fail,
With all my soul I will fly and not fall.