I’m so confused

So I’m engaged to a really great guy and I’m completely head over heels for him. But there’s this other guy who I’ve been really struggling to keep out of my mind because even though I care so much about him, he’s across the country in his military training and then lives in a completely different state on the other side of the U.S. But When he found out I was engaged he deleted me on almost everything after he told me that no matter what he’d be there for me and so it really hurt me and then all of a sudden he messages me and tries to talk to me like nothing happened and I’m already hurt because I know I care about him and part of me always will. He was my first love. But with the way things are me and him can’t be together. So he starts messaging me and it breaks my heart every time he sends a message so I just ignore it and go on. But everyday at the same time without fail I have a message from him. So it starts confusing me because my feelings and the guilt I feel flares up every time I see his name. So I talked to my fiancé about it and he wasn’t happy about it but he said that he’d work through this with me and that he’d be whatever I need for as long as I need him. So I block the other guy all while crying in the process and now I’m having dreams about the other guy and I’m going crazy! What do I do...?