You should call a criminal defense attorney immediately. He or she can probably represent both of you and may be able to clear up the misunderstanding. The police can't tell you what to say or threaten you if you do not say it. They could charge you with making a false report and then changing your mind. However, here you said you did not make any report.
Finding a criminal defense attorney is your best bet.
This response does not create an attorney client relationship nor should the advice be relied upon because it is not specific to your legal situation. Before you depend on legal advice, you should retain competent counsel.
Consult with a criminal defense attorney. Get your own. Obtain a copy of the police incident report and any supplemental reports. If the police have evidence that your fiance battered you and believe you are hindering their investigation, they may threaten to charge you with obstruction, but I think it unlikely. That said, you should act with an abundance of caution and speak with an attorney who can communicate directly with the police on your behalf, advocate for your legal interests, and advise you based on all the facts.
This answer is offered for informational purposes only. It is not offered as nor does it constitute legal advice. This answer does not constitute an attorney-client relationship. Do not rely on this answer in prosecuting or defending against any criminal or civil legal action. Speak to an attorney in your area about how to protect yourself and your interests.
You need to call an experienced Domestic Violence Criminal Defense Lawyer and do it soon. As much as the "Police are our Friends," they are certainly not looking out for your best interest when investigating allegations of Domestic Violence.
A good lawyer will set up a series of statements and interviews that can pre-empt the police from moving forward with the case. The key is you need to move faster rather than slower. The longer this sits around the more likely it is they will draw an accusation and affect an arrest. Please remember that any arrest will effect your employment and can permanently impact your rights. Domestic Violence Crimes even have more specific 2nd Amendment impacts than other crimes, so be aware.
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