Welcome to this site, which is a place where you can find advice, encouragement and companionship along life’s path. I am a volunteer member of the Gambling Therapy Team and a therapist, but I also used this site originally to help me cope with my son’s gambling. Like your fiance, he got into a lot of debt.
People here understand what it is like to love someone, but to feel overwhelmed by their gambling at the same time and to wonder whether or not they should stay with the compulsive gambler (cg).
No one else would presume to tell you what exactly to do, but the support and information you gain can help YOU to decide what is best for YOU. Sometimes that means waiting, thinking and not acting in any dramatic way. Sometimes it means making quite big changes. You may go forward in one way for a while and then realize you need to change things again.
But whatever you do, I am sure you are NOT a ‘terrible person’. Your post shows a young woman setting out with hope and love, but then facing what must feel like betrayal and huge disappointment. Your post shows your love and concern, but also your very understandable fear and bewilderment. It pains you to think of leaving, but a part of you may feel it would be the wisest thing.
On the practical side, try to protect your own finances and take good care of yourself. You cannot ‘save’ your fiance, nor can parents. You can give him information and encourage him to seek help to live without gambling. (But he may not listen or follow wise advice.) But you CAN protect and look after yourself. Ultimately, this is the hopeful way – there is point in you being dragged down with debt etc.
It can be helpful to exchange ideas in ‘real’ time – so there is the Helpline and the Support Groups. You will need to find when there is a group that meets at a time you can make in your country, in a different time zone.
This is probably long enough for now. I hope you will make new friends here, who can support you and help you find your way forward.