I’m from Rogers AR, just an hour away. Let me start by saying that if you need someone to talk to (online, text, in person, whatever), just let me know. As a weird side effect of one of my hobbies, I have several transgender friends in the area, despite Benton County being super conservative. There’s a decent support network even if the community as a whole isn’t great.
One of those friends in particular is a female who is a lesbian – I know she’s dated several women (trans and cis) so while it may be tougher, it isn’t impossible, even in this area. I am omnisexual myself, but I lean more heavily to women.
I grew up SBC in south Arkansas, so I can relate to the religious aspect, and I can assure you my family will not be supportive.
I don’t know how to “fix” the impact on your relationship with your fiancé (no one can), but remember that this is a long process, and she knows YOU. She may grow and learn and change with you on the journey, so don’t just assume all roads end in woe. It sounds like she’s supportive, so just take it slow and don’t make hasty assumptions.
Anyway, I hope you can see that even in our conservative area, we can still find others who will support us and have more in common than just our gender.