Any advice in this situation

I am bi 28 y.o male, I consider myself more str8 and I do have a thing for women, I'm in a long-term relationship with one. Also, I’ve met a gay guy and I developed feelings for him, we do have sex and even an emotional relationship. Because my fiance doesn't approve of anything more than a suck buddy, I need to break relations with him and want to keep him as a friend. But he admits that he loves me too much to be just friends, and I'm fighting with myself because I feel like 80% is str8 but there's this amazing feeling hard to describe I feel when with him. Might I develop a being more into guys now? We did things together that I have never done with any other guy, we kissed, we did everything in bed, and he's a great guy, I never want to lose. I'm afraid that bisexuality has made two people I love suffer, and It's killing me. I’ve got the acceptance, he said that it's okay to have a relationship with both genders, and always saying I love you. I used to say the same and now I can't. I asked can we keep our distance for a while, but I constantly think about him. Also, I feel bad after having sex with him, I feel guilty and shame. This situation is very hard for me, I don't accept myself as bisexual but I admit that I am.
Also, I am very afraid about it t what people will say if they ever going to find out. I'm surrendered by conservative people and in a very masculine world of heteros. I guess I want to have a family, but last time I almost break up with my fiancee, he was there for me, was supportive, and kind of kept us together. Never tried to get between us and later said it's too painful for him to not have me as a partner in some way he wants to work out. I don't know what move should I do, I am not very happy in my relationship, but afraid to finish it and I don't want to lose my best friend and I guess someone way more than just a friend. It's very complicated to be bisexual for me, I always had just a fun* buddy, but never develop this feeling. Was someone in this situation? Did Do you guys go from bi to gay or str8? Please advise me. I don't want to hurt them anymore and one thing on my mind is to stick to my fiancee, but I can't let him go too.