Tired of living with his parents.

So fiancé and I live with his parents. We were living in another state & moved back because they were going to let us live in the tiny house they have on the side of their house but they had to do a few things to it and make it livable. However we moved back in July and when we moved back they said never mind we're not going to do that. (backstory real quick) we had another year on our house but found someone to take over because they wanted us to move with them. So we moved and just got upset because other wise we would've just stayed where we were happy and living alone. So now we live in my fiancés old bedroom with our fur baby. I love them room love the size love the house. However I can't stand living with them.  They make in unbearable. They feel the need to comment on every single hint we do or don't do. The way our bed is, the way we do laundry the way we eat junk food this and that over everything! The thing is I would understand if they kept nagging us if we weren't paying rent but we are. They way the treat is though is as if  we are still teenagers and they have to tell us what we can and can't do. It's so annoying. The don't bring up stuff to us that's important they would rather complain to each other and wait until something is bad then they yell at us. It's taking it's toll on us. He works a lot of of town. So I'm with them by myself and it's odd so I just go to my parents house. They do stuff that hurts me and they just complain and I try to bring it up to him but he just gets sad and doesn't think anything he does makes it bett r. He thinks sometimes I want him to not like his family and this and that. I don't want that at all! But when I stress to him why I am sad he's like it seems as if your always mad at me and just stay mad and I don't know what to do it's like your always makes. I keep trying to make the best of living with them but every time I do they do something that makes us uncomfortable. So all we do is stress about living there and working and money. I hate that we have to tip toe around and question our every move! Any advice please?😭 my heart is breaking😥
edit- I got laid off at my last job when we moved so then I was searching for about a month or so and have had a job for about a month. And you have to show proof of income. 
Fiancé works under the table so moving out isn't really an option.