Unfortunately, what's done is done. You can't change the fact that your fiance lost her virginity in the manner she did. Frankly, in the end, it was her choice to make. Regardless of whether she regrets it or not, she owns that, not you. I realize that here at TH we will all have different views, and I do respect your traditionalism. However, even if you favor a more traditional view of marriage and family, the fact remains that your fiance is not actually property. She is responsible for her own choices and has the right to make them. It's important to recognize her autonomy, including within your marriage. Someone did not "spoil" property for you; your wife-to-be made a choice of her own free will, and that choice was not to spite you; it wasn't about you at all. It's important to recognize that.

You also made a choice at the time to stay in the room. From what you said no one actually forced you to be in there or to watch. You could've left. These images that are causing such pain are ones you inflicted upon yourself. I'm not berating you or saying your pain isn't valid, but I am saying there was a choice made, and it's important to take personal responsibility for it instead of acting like it just happened to you.

And there is a choice to be made now, before you get married, because it would be a bad idea to let this hang. Assuming you DO want this to end in marriage, I believe you have two choices:

1) Find a way to move past it and get married
2) Don't get past it and get married

I highly recommend the first option, because getting married without working on something this big will almost certainly start your marriage off poorly. However, it's up to you to work on this, because nothing your fiance can say or do will change the past. I would recommend either the one or both of you seeing a therapist together. It may hep you immensely in working through the emotions you have about this.

Good luck.