I can't say I've been in the same situation as you, but I lost my best friend to a freak heart condition five years ago. The good news is that life does go on, and this kind of thing doesn't stick with you like it does now.
I don't want to make anything worse for you, but I am truly sorry for what happened. It must be tough to lose a fiancee. My biggest suggestion is that you cry it out, especially with other people that were as close to them as you were. Don't try and forget about it or push it out of your mind, because that is simply impossible and is a painful form of denial. Take a leave of absence from work, seek professional grief counseling, and think of the good times. These are only my suggestions that worked for me. It will never fully leave you, which is in a way a good thing because you don't want to forget about them... but five years from now you forget tonight and you remember nothing but the good times.
Stay healthy, and my best advice I can give you (through reading your post) is you can't feel guilty about this, because I similarly had the same feeling when I thought I could have prevented my best friend's death when I suggested him seeing a doctor that night about his chest pains, though I don't feel I did enough to get him to go there when he didn't.
My condolences go out to their family (which, in my heart, includes yourself).
Hang tough.

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