I’m glad you are already talking to your therapist about this. I probably don’t have anything to add, but I’ll contribute a couple of thoughts: Even though your fiancé has already had a child, he hasn’t had a child with you. Every pregnancy is different. Every birth is different. Every child is different. If he’s the man you think he is, he will be into the unique and special qualities of your pregnancy and the baby you are making together. He doesn’t have to reject his other experience to fully value this one. As one of my teachers has said, you don’t have to reject chocolate because you love strawberry. One can be delighted by both.
I think you already know that asking your fiancé to stop talking about his son or his son’s mom will only damage your relationship. To love him is to love his child and to appreciate, not criticize, his past. To raise the little boy successfully, you should ideally have a civilized relationship with his mother.
The other question I would put to you is this: Since you love each other enough to want to bring a child into the world, why aren’t you getting married? I’m of the opinion that children deserve to be brought into a secure, stable, and committed family. If your experience as a child of divorce is keeping you from making that commitment, please work on that before you have a child. Otherwise, it’s very possible you will repeat history. You owe it to yourself, your guy, and the child-to-be to resolve your issues before going ahead with a pregnancy.
I wish you well.