The greatest achievement for a man is to attain the guidance of Allah. Worship Allah alone and leaving behind the darkness.

The secret habit (i.e. masturbation) is a disease which harms the one who does it. 
And the sin of fornication is evil which destroys not only the individual but also his family and is evil for society as well.

With regard to having sex with fiancee, if they have contracted marriage according to Shariya than it is permissible and is good and halal. But if the fiancee is only engaged or they have only proposed each other for marriage and not married yet then they are doing Zina and it is considered as haraam and both of them have exposed themselves to the wrath and punishment of Allah. 

It should be noted that the fiancée is considered to be a stranger (non-mahram) to the fiancé, like any other non-mahram woman, so it is not permissible for him to be alone with her, or for her to masturbate him with her hand, or for him to kiss her, or for him to speak to her unless that is for a specific purpose and from behind a screen and without any feelings of desire.

The solution for such a case is not to delay marriage and go for Nikha as soon as possible, because if he does the marriage contract with a woman it is then permissible for him to do everything with her, as she has now become his wife, even if the wedding party has not yet taken place. 

If a person is not able to get married, then he has to be patient. 

May Allah give us strength.