Hey there,
You're in a really difficult situation; from what you're saying, it appears that you desperately want to confront him about this, but are scared of hurting him? I could be wrong, but either way, i can see how this is hurt you. The important thing to remember though, is that feeling bad doesn't make you a bad person and what you did originally and have resulted in feeling no, is OK.
Being revolted by his behaviour (or what you know of it) is something i think alot of women in your situation would be feeling; considering that he is your fiance and hence someone who you have bestowed alot of trust in, do you think that possibly you feel your trust has been betrayed? Or that he has thrown you aside perhaps? The reason i ask is that if you have felt particularly vulnerable, or have struggled to be open and intimate with your finace, then it would be totally understandable that his behaviour has upset you.
Sometimes we also restrict what we're eating - in this kind of situation - to regain some kind of control (though similar to anorexia nervosa, that's not what i'm implying) over the situation, or to try and change ourselves (ie if he think they're hot, the automatic reaction can be to think that you're not "hot").
This does seem cliched, but although he may have found the stripper "hot", he still wants to marry you; so whilst yes, a stripper may be able to dance around to some song, you're the person he loves and wants to be with.
And he knows I'm not eating. I can't tell him why. Because I told him that it would be ok and he would be devastated. He didn't mean to hurt me, he was just doing the stag thing. ****ing hell.
Doing this may be extremely difficult, but try talking to him; honesty is integral in relationships and importantly, tell him how you're feeling, that you didn't think he'd do what he did etc, but it has hurt you.
The feeling of inflicting that pain and bleeding upon myself was cathartic, it let me feel when I couldn't any other way.
That ^ really struck me when you mentioned about the cathartic feeling; this is something i really relate with (in relation to relationships too) because when the chance to be honest is compromised (ie you don't want him to be devastated as you put it) the "normal" catharsis of being honest and talking something through isn't possible, and so, thoughts turn to self harm. This where i think you need to talk to your fiance if possible, i realise it could be hard and in the end it's up to you how you approach the issue, but from experience, it was by being - eventually - honest about something that was such a relief and was, indeed cathartic.
Hope this was of some use to you, but either way, i do hope you're able to resolve the issue. Remember too, that in discussing what happened, you don't have to talk to him face to face if you don't feel able to, you could instead write a letter to him or email him for example.
Shona