It is time for you to have that difficult talk with your fiancé. Let him know you have doubts because that is the most important thing. In the vast majority of these situations the other person isn’t more than a symptom of an uncertainty in the relationship.
Tell your fiancé that you are having doubts and see how he responds. Going forward you can always use couples therapy (the find help tab at the top of the page will locate someone in your area). But until you hear his reaction it will be hard to plan going forward. He may have doubts too that he has been unable to air — so the first step is to talk about what isn’t working and then take it from there.