Be strong, be patient, and be understanding. Something bad happened to your fiancé in HIS past and he is blaming your past for his problems.
I guess the best thing you can do is let him work it out over time. If you can stand his distance and his obsessing, then work with him. I think you should make it clear to him that he is dealing with his own stuff and that your past has nothing to do with him at all. If he can't understand that, then something is really wrong, something he might need professional help with to "exorcise his demons."
You raise an issue that is becoming a theme on this website -- to what extent are we responsible for our partners feelings?
It's His Issue, Just be Supportive
My view is that in cases where the issues are so clearly his issues, that you really have no other responsibility than to be supportive. If he needs to dump his stuff on you and blame you, that's a bad relationship.
You can't feel his feelings for him, nor alleviate his burdens. He must find the peace himself. He has to let go of something.
Maybe you and he can figure what that something is. Did his father cheat on his mother? Did an ex-wife cheat on him? Is he really angry with someone from his past and trying to place that anger on your past actions (even though they had nothing to do with him)? Sometimes naming the problem clearly allows for a better strategy for dealing with the problem.
YOU are definitely not the problem here, so maybe you two can work together to find out what that problem really is.