When I send over copies of Fed tax return 1040 to fiancee, do I also need to include copies of all the relvenent Schedules (A,B,D) that I had filed along with my Fed tax return? or is that 1040 itself is sufficient?

I just gave my fiancee tax transcripts that I ordered from the IRS (they are free) and it was something that the CO at the embassy was happy with and I think they kept them. Didn't have to bother with the schedules until our AOS application.

Tax return is not complete without all schedules and attachments

Better to have too much than too little.

Unless you provide the IRS official transcripts as stated before, you should send an entire copy of the tax return. This is especially true if you are self employed.