Hey @kwarty
How old are you? And how old is she?
Also what are both of your backgrounds?
Your matter is serious as it relates to arranged marriage. So my previous comment might have been without understanding your context.
But what I know is this... Most people have relationships and nothing wrong with that. But before the wedding, you shud have been out of contact with whatever ex and moved on for atleast 6M-2Y. Contact with exes especially during AM phase is Not acceptable. Having feelings for ex and then getting into AM is pure cruel and emotional cheating.
It is not your burden to understand your AM fiancé's past and to know whether he story is genuine. But the second as you tie the knot, it will be. It's unfair. It's cruel. But right at this stage, you have an option to not walk it. You can call off the engagement or postpone the wedding saying you need time to think.