advice please, am I right to be upset..

Al
A bit of background information, been together with him for coming up 2 year, engaged since last may, got together at aged 16, now nearly 18. 
He met my parents the day we got together, I met his a year after getting together. 
My parents have paid for us to go on over 20 weekends away with them up and down the country, they are taking us on a cruise for a family wedding, they have took us to Paris, a week away summer holiday, showed him places he's never been before, been on over 50 day trips, 20 meals which I can count (maybe more) paid for by my parents, they are supportive of us both, basically sorted the full engagement party. 
His family has took us for maybe 4 meals in a pub since I met them, were trying to put us off having an engagement party and a day without drink is not worth being in.
Yesterday was his 18th birthday and they were in the pub (I went to college for a few hours so I arrived late excepting to still get a meal) however I didn't and they left 15 minutes after I arrived. I bought him a cake and so did his mother, my family who had all bought him gifts of gave him money didn't see any of it, they all got 2 slices of each cake each which is fairly annoying at the amount my family has done for us compared to them. They were all basically masturbating at the fact he can get served, including himself therefore he went to the shop to get drinks, which was already in the house (this was on the morning) and he bought cigarettes (he hasn't smoked for approx 2 years, no one in his family does, this is fairly annoying since I am pregnant, reason to avoid it) later on the night me and my family arrived and my fiancé spent most of the night outside smoking and his family were telling my parents they couldn't have their job and do what they do even though they have done things for their son they couldn't be arsed to do cause it didn't involve drink, my mother is high up within residential care homes, she's a qualified support worker and she has level 8 in childcare and is a childminder and agency teaching assistant, my dad is a full time self employed mechanich which is hugely successful, he is a recovery man also. His family (the one that works) works in a pound shop, I found this so cheeky. 
So we made the effort to come, they criticise my family then spend half of the night outside smoking, I had a drink (have depression therefore I can't control the way I feel or the thoughts I've got) fiancé moaned at me about it and asked me why and I got angry and said I've got depression that's why (had it for years some worse than others, am priviously bulimic therefore pregnancy is not helping with my moods putting on weight) only he knows I am pregnant. Once I said I have depression he said 'do you not think everyone in th world does'