I realize that since your names are both on the lease, it might be hard to move out. But that might be the only way to get a message across to your fiance.
And if your fiance is sincerely asking "What can I do?" then get an appointment for both of you with a couples' counselor or therapist and ask that question there.
Your problem is not with the son, or the girlfriend, it's with a spineless fiance who is abusing this entire situation, and who is tolerating an adult son who was no responsibilities or respect.
By the way, we've rented places in several states due to moving because of my husband's career, and in each place, we have had to list any adult over 18 who is living there. We have to list our daughter because she's over 18, even though she's medically disabled and has no work/credit history. They accept her SSI documentation in lieu of credit history or employment, but she's on the lease because she lives with us and she's just as responsible as we are (legally, must adhere to lease terms, etc). She still had to undergo a criminal check, predator check, etc, the same as we did. She had to sign/initial every clause in the lease exactly the same way we did.
So if you really want to straighten things out, report something to whomever you signed the lease with, that you have a legal adult living there. They would have to amend the lease, maybe charge more, check his credit and history, and possibly evict all of you for violating terms of the lease. Of course this depends on your location, lease terms, etc, but it's seriously something to consider. If this boy or the girlfriend damaged something and the landlord found out, or if someone complained about noise, etc, and the landlord found out you have another resident, there could be serious legal problems for all of you.