E.S.
Well I guess my answer to this is going to be a little bit of a different one. And I'll explain that too. I come from a blended home too. I have 4 adopted siblings and 1 biological brother. My dad always has favored ME the most. It has been clear for years that I am his favorite- I'm daddy's lil girl, by blood that is. Your fiance may think that he's doing his daughter a favor by treating her so 'well' but in the end she might, like me, grow to resent that. I grew up feeling like my other siblings hated me for my dad's affection. To this day (I'm 28) I'm still treated differently than all the other children and I hate it. I have made it clear too and my dad says "you're my blood daughter". And my fear growing up that the other kids knew it... is true. They ALL tell me how much they resented me growing up. I could do nothing wrong and they hated that. Some of them still hold a grudge against me to this day and that kills me. I did not ask for the extra 'affection'.
I put that in quotations because a true DAD does not favor one over the other simply due to blood. This situation is NOT going to get better unless YOU fix it. You are your childrens greatest advocate and you are the one that has to step in on their behalf. If this man is choosing YOU, then he is choosing your children as well... after all. they are a part of you, they came from you.
I wish my mother would have stepped in with it all. I wish she would have had this answer - Get mean about it. Do NOT allow it to go on. If he buys trinkets or things for your lil girl, do not allow him to give them to her until something has been bought for the other 2. Make it mandatory that he sets aside time for your other 2 with OUT baby girl around. This may sound like it's not do-able- But it is. My husband babies our boy and favors him. So in turn, everyday when he comes home he has to immediately spend time with our daughter. I just had to lay it on the line and be mean about it. I don't mean, be a b*tch. But lay it on the line of how it has to be.
I dunno. I wouldn't tolerate it and I certainly would not marry this man until it is resolved. Seems harsh, I know. But sometimes being in love with each other is not enough, being in love with the family is what matters here.