Your whole entire story made my blood boil. Just know that you are an inredibly strong person for having survived the amount of brutal abuse that you've had to endure at the hands of your father - a person who should have protected and cared for you.
I think you have entered a relationship with a person who does not know (again, just like your father) what empathy means and therefore does not know how to respect boundaries.
Has anyone ever dealt with having to struggle for empathy from their S.O., and what finally made your S.O. just kind of "get it", so to speak?
You are struggling because he is incapable of it. It's like trying to extract water from a rock. An impossible task. Your fiancé is CLEARLY demonstrating to you that HE DOES NOT CARE. I would even say that he takes quite a bit of pleasure from your fearful responses. There's otherwise no reason for him to be engaging in such hurtful behaviour. You cannot force him to "just get it". He would have to WANT to get it and clearly he doesn't because then a source of his personal fun would dry up. He's doing what he's doing because to him it's fun. When in reality it's sickening.
And listen: what your fiancé is doing is NOT LOVE! THIS IS NOT LOVE!!!!! Love understands, love cares, love makes an effort, love is not painful, hurtful or abusive. This is very important to understand.
Do not believe that you can change people's perspective just by explaining yours. They might still not understand. Don't try to control the people around you, it will not work and will only set you up for disappointment and frustration. Only focus on yourself!! Make yourself a priority, continue with your healing process and learn to set healthy boundaries. (The last one is very difficult for all those who know nothing else but a constant violation of their boundaries. You don't even know where to begin with that but it is a crucial task, because it allows you to be protected without having to defend yourself all the time.)
My heart goes out to you. You are phenomenally strong!