I agree with the other comments. Your lover is your lover because you weren't happy with your fiance. If you drop your lover and stay with your fiance, you will probably just find someone else to fill the gaps and try to take your mind off your relationship with your fiance.
Forget about the lover and stop talking to him. Cut ties with him. Then talk to your fiance. Let him know how your feelings have changed and that you think it is time to go your separate ways. Be upfront and honest with him. He deserves that much respect at least.
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