My fiance is starving himself, and getting sick; it's really scaring me... What do I do?!?

You should just bring up to him that you have noticed he has not been eating that much and that it is worrying you. Don't tell him that his sister told you any of that stuff in confidence.Just tell him you think he is wonderful and looks perfect just the way he is. Tell him that it is scaring you that he is trying so hard to change his physical appearance and that you support his decision about trying to get into better shape, but you want him to do it in a more healthy way. I hope you figure out how to talk to him, and I hope the talk goes well.