My fiance thinks I'm losing interest...

My fiance thinks I'm losing interest and I don't know what to do. I'm not and I've told him that, but I don't know how to tell him that I'm super depressed and stressed and just really hurting. I've told him time and time again that I'm tired and this pregnancy is just hard on me because I've been throwing up everyday for the past few months, but he doesn't get it. He doesn't get my mood disorders. And it's not him at all. I've just never ever been the type to talk about how I feel. I've never been one to open up about how sad I feel or how I have mini panic attacks throughout the day, but I suffer through them alone because I don't know what else to do. I don't know how to tell him that I feel so alone all the time. He could give me all the attention in the world and I'd still feel lonely. I've tried medication, I've tried natural remedies, I've even tried pot before and it calms my depression, but I still manage to have panic attacks. I don't want to be numb from medication and I don't want to be high all the time just to deal with life. I've come to terms that I'll never be fixed, but I don't want to make my fiance feel unloved, unwanted, or like I'm distancing myself. He means the world to me and this isn't his fault or his problem.

I just don't know what to do. I honestly don't anymore.