You have come to the right place for encouragement and honest answers. First, I love the dress you picked out. You will look gorgeous in it - really. Let me say also, that if your FI is as incredible as you say, he obviously saw something wonderful, special, and beautiful in YOU.
Secondly, my daughter had a white pashmina (shawl) that she wore over her wedding dress when it got cooler in the evening in Mexico and also at her AHR in the air-conditioning. It looked really great with the dress, so if the sleeves don't work out, at least you have another option. Good luck with the shopping.