Qianny Poo

If a woman is not from a machismo culture, has never lived in a machismo culture, and does not want to live in a machismo culture, then "learning about the culture" is not going to help - the more she learns about the culture, the less she is going to like it. The education process has already been a major shock to her, and it has barely begun.
You can bring the man out of the machismo, but you will never, ever, get the machismo out of the man, and the relationship will get worse and worse the longer you try.
And the converse holds true too - a man from a machismo culture will never ever be happy with a woman who doesn't "know her role". The OP's fiance knows this, has already decided that she will never "break" down to what his culture considers an acceptable feminine role, and has already planned and announced his exit strategy. He knows he will never get the "American feminism" out of her, and he has no plans to abandon the machismo of his culture.
The OP needs a man who comes from a culture where independence and strength [in the modern American/Western European sense] are acceptable characteristics for women, and the OP's fiance needs a woman who grew up in a machismo culture, and is comfortable with and totally bought in to that culture's idea of what femininity is. They will never ever be that for each other, unless one of them becomes a radically different person, and I don't see that happening.
OP: get out, and get out now. The only way this will ever work out is if one of you totally rewrites their personality, and it ain't gonna be him, and I really don't think it should be you either.