Hello JuneBug_11, Welcome!
If i could ever offer any sound advice, it would be this:
Given your circumstances, i would say that for this to be succesful, Your fiance should leave the religion. However as sizemik rightly pointed out, hes left and gone back so theres nothing to stop him going back sometime in the future. I would strongly encourage him to read into the real facts about this false religion, but only do that when he starts given you a mouthful of the watchtower and how he wants YOU to know his so called "truth".
If he can dish it out, then he should likewise take in other things too. bear in mind that they are told to NOT read about anything online...(alarm bells ringing much)
Anyway, thats what i would say... please try and encourage him to find out the TRUTH about the "truth".
-dm6