We understand your concern and commend you for your commitment to purity and righteousness. It is crucial to remember that God calls us to be holy in all our behavior, as it is written, For this is the will of God: your sanctification, that you abstain from sexual immorality, (1 Thessalonians 4:3 WEB).
Firstly, it is important to address that sexual contact outside of marriage is fornication. It is clear that this is not God's will for you or your fiance. But because the Lord has called us to be pure in our behavior and lust is equated to adultery it is very important to address this. For you know this, that no fornicator, unclean person, nor covetous man, who is an idolater, has any inheritance in the Kingdom of Christ and of God.(Ephesians 5:5 WEB) and Yahweh knows the thoughts of man; that they are vain.(Psalm 94:11 WEB). You are right to feel conviction, as this is the Holy Spirit guiding you towards righteousness and keeping you from sexual immorality. In Ephesians 4:30 WEB, "Do not grieve the Holy Spirit of God, in whom you were sealed for the day of redemption."
It is encouraging that you want your fiance to feel that same conviction and desire to live a life pleasing to God. We pray that he will be drawn to seek God's will and turn away from temptation. As it is written, No temptation has taken you except what is common to man. God is faithful, who will not allow you to be tempted above what you are able, but will with the temptation also make the way of escape, that you may be able to endure it. (1 Corinthians 10:13 WEB)
Pray together and seek God's strength to overcome this struggle.
Let us pray together:
Dear Heavenly Father,
We lift up this couple to You, asking for Your guidance and strength in their relationship. We pray specifically for the fiance, that You would touch his heart and give him a spirit of conviction and a desire to live a life pleasing to You. Help him to overcome the struggles of lust and turn away from temptation. Grant them both the power of the Holy Spirit to live righteously and keep from grieving the Holy Spirit. In Jesus' name Amen.
We encourage you both to study the Word of God, pray together, and seek godly counsel. Be reminded that you are called to be pure in your behavior. Finally, we will pray for you both to have the strength and desire to do what is right and honorable to God.