All perfect praise be to Allaah, the Lord of the worlds. I testify that there is none worthy of worship except Allaah and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.
You should not have told your fiancé about that matter; rather, you would have better concealed it. If he were to discover the matter by himself, then you would have had to tell him. Since you have already told him and he accepted the matter, you should not tell anyone else about that, even your parents. If that person has doubts about not telling your parents, then tell him that shyness prevents you and that widening the circle of the incident's news is not recommended because it will spread everywhere. Tell him also that you requested a Fatwa regarding your case and was told that you should not tell your parents about that matter. In this way, Allaah willing, you will avoid the embarrassment with your parents and that person will understand your situation.
We ask Allaah Almighty, the Lord of the Great Throne, to reform your condition, make your affairs easy, and choose for us and you what is good.
Allaah Knows best.