You've diagnosed your own issue here. DON'T bring up the asexual business AT ALL at this point. This sounds like a mental block you've formed, created by disappointment, fear, lack of self-esteem, and so on. You had a couple of bad experiences with sex early on, which is common enough, but you've now allowed that to subsume your entire view of sex. So, I think maybe you're not asexual, you're SCARED.

Look, try this analogy: You learnt to drive, then on your first solo drive you had a bad fender bender. Instead of saying, "Damn, that sucked. I better get a couple lessons and see where I went wrong."

Instead, you've decided, "I suck, I'm the worst driver ever, I'll never drive again!" then sold your car and refused to ever try again — and now you spend your life staying home and watching everyone else going out and having a good time.

This is a major case of performance anxiety. You need to see a doctor you trust and go over this with them, explain what happened and how (they're a doctor, they'll understand) so that they can rule out any physical issues. From there they will probably refer you to a psychologist or therapist who can help you work through the anxieties and phobias.

But your fiancé NEEDS to be in on this so that she can support you. Look at it this way: here's a real litmus test for your relationship. Have a sit down talk with her and explain that you're having serious concerns and that you have this issue at the moment. DON'T bring up the asexual business AT ALL at this point. Tell her you want to get help for it but you would REALLY appreciate her support.
Her response will tell you a lot about who she is as a person. If she's as great a girl as you think she is, she will want to give you all the support you need and be as focused on dealing with this as you are.