Jennifer, it sounds like his parents have been like this for a very long time. Unfortunately, there are some very negative people in this world. From the conversation your fiance had w/them about how he was always treated, I'm afraid that no matter what you do, you two will never be able to please them. As much as it hurts you both, maybe concentrating on the positive people in your lives will serve you better. Giving too much energy to something that is impossible to change can drain you. This is your precious moment in time. Being in love and planning your life together takes prescedence over everything else...for the time being, anyway. Be happy, be in love, and don't let their bad energy harsh your mellow (as my kids would say).
Lizzy