@Mcwrong,
You do not have to go through with a wedding. You do not have to go through with buying the house. You do not even have to go through with the pregnancy.
Talk to your doctor about getting a referral to a therapist if you don't have one already, and talk about an abortion if that is something you're okay with. The clock is ticking on an abortion as, by my calculations, you're close to 4 months along. It might turn out to be expensive/impossible where you live. But a therapist is a good idea no matter what the endgame ultimately is. At the very least, you need some tools to deal with the scene playing in your head.
Another option is to give up your child for adoption. People do this every single day and there is no shame in it. Your fiancé will also have to give up his parental rights if you decide to do so.
Or you can keep your child. But if you do, you will have ties to this guy - whether you want those ties or not.
If you decide to go through with everything, then you will
really need to be working with a therapist, and I would
seriously consider pre-marriage counseling as well. You and your fiancé would have to work out why this ex captivated him so quickly and remorselessly. And he will also have to work out why he was such a coward about telling you.
Because that was cowardice at work - I don't believe for a second that in nine months he was incapable of telling you. That's bullshit.
Finally, whether you and your fiancé stay together or not, his ex sounds like she could potentially be stalker material. Protect yourself, and your child, if you go that route, above all else.