This dream may symbolize a fear or insecurity about your relationship with your fiancé. The act of walking in on your fiancé having sex with another man may represent a feeling of betrayal or a fear of being deceived. It could also suggest a fear of your fiancé’s potential infidelity or a fear of not truly knowing your partner. The fact that your fiancé is getting penetrated may symbolize a sense of vulnerability or powerlessness in the relationship. Your reaction of leaving the room in mortification may reflect your feelings of shock and disbelief. The conversation with your fiancé about his sexuality may represent a need for honesty and open communication in your relationship. It could also suggest a need for acceptance and understanding of your partner’s true identity. Overall, this dream may be a reflection of your own insecurities and fears about your relationship and the need for open and honest communication to address them.