First of all thank you for sharing this problem. There are a few things which come to mind. It seems that you don’t have much emotional support, which makes you more vulnerable. Even if your best friend lives far away, and even if she has her own issues, it may be helpful for you to talk to her more often on the phone or skype. You need to talk to someone who has your best interest in mind, and is rational. Maybe she would be happy to help, and maybe talking with you will distract her from her own problems. You mention that your family are not helpful, but they care about you. Is there just one family member you can identify, who you can talk to regularly? Maybe tell that person that you need optimistic practical advice. Emotional support is vital in helping us through rough times.
It also sounds like your fiance is not emotionally supportive. Is it possible that he feels helpless and maybe inadequate in helping you? Is this possibly why he reacts this way? If he is not meeting your emotional needs now, even before you are sharing a life together, you need to ask what it will be like for you after marriage. If pre-marital or couple’s counseling is available to you, it can help you identify the patterns between the two of you, which are leading to him shouting and storming out, leaving you feeling alone again.
An important part of feeling happiness comes from being connected to other people, and having purpose and meaning in life. Can you join an activity where there would be like-minded people? Maybe exposing yourself to new social situations will help widen your social network. Is there something your are passionate about, that you can spend time pursuing? Do you like animals, or have a pet? Having a pet can alleviate loneliness. These things take time, but the only way to do it is to start now and stay committed to helping yourself.
Finally, it sounds like you have depression, and you also mention anxiety. Face to face counseling can help you, especially Cognitive Behavior Therapy, which is shown to be very effective in helping people change their thinking as well as behaviors. Please reach out to a good CBT therapist, you don’t have to feel this way, you need to take steps that will help you.