Hi Katie, sadly they don't "get it" until the pain of using becomes greater than the fear of stopping, and it sounds like that isn't going to happen any time soon for your fiance.
This may be a good time to give thought to yourself and your baby and decide what you can do to make sure your child is raised in a loving, peaceful home. You are already supporting both of you and although it is hard, it could get much harder trying to do that with active addiction in your home.
I am glad you found us and hope you find some support here from people who have been where you are. Take a good read of the Sticky Posts at the top of this forum and you will find a lot of good information there.
You are among friends here and are no longer alone.
Hugs