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I think the first thing to do is to get your fiance involved in the whole drama. Let him know exactly what is going on and do not hide anything from him. Both of you need to work together to handle this "obsessed guy". You may also need to involve your mentor or the counsellor overseeing your relationship (I hope you have one).
Another step you can take is to stop picking his call, if possible block his number and cut all communication with him. Where was he when you were single, where was he when your Fiance was asking you for a relationship and where was he when you got engaged? What right does he have to say you are not compatible with your fiance? Please don't let anyone get you irritated or confused by saying "God told me you're my wife".The God I know is no Author of confusion.