I don’t feel I’m priority!

My fiancé doesn’t take my side when it comes to to a lot of things. Especially, when his family is in the wrong, he usually shrugs and says “I don’t know” or he runs to his parents first if something needed, instead of talking to me about it or taking my advice. He’s 40 and not some teenager. I’m so sick of it, of not him prioritizing ME before anyone else. I should be his family now with our child. It hurts me