Your fiancee appears to be harboring resentment from your past infidelity. Does your therapist emphasize forgiveness as part of the healing process? If not, you might consider asking him or her to work with both of you on giving and receiving forgiveness.
If your therapist will not do this, then you should consider switching therapists to someone who knows forgiveness therapy. I recommend that you??purchase a copy of The Forgiving Life??book for your fiancee, for the therapist, and for yourself. All of you can then have the same goal with the same content on which to work.
Your financee’s anger can be overcome through forgiveness therapy, especially if you have truly changed, as you have indicated.