You can't help her - only she can help herself. And that's only if she wants to. You see, if she's happy with who she is, then she's not going to change.
Couples therapy is not something I'd suggest. If a couple needs therapy to even get to the point of marriage, then they have no business getting married. Besides, these aren't issues where the communication between the two of you needs help.
As for 'intervention', WTF are you thinking? If breaching her privacy isn't bad enough, you're considering telling her secret to friends and family just so that you can make her change into someone you find more acceptable? Interventions are for people who are making decisions which are having terrible impacts on their lives and futures. She's just a girl who's got a few issues.
If you want to talk with her, go ahead. Though be warned she may not take kindly to you having read her messages.
Never regret anything that has happened in your life. It cannot be changed, forgotten or undone. So, take it as a lesson learned and move on.