If they want original then they want original, not a photocopy. It is not uncommon for consulates to ask for an original divorce decree. You can go to an interview and try a photocopy and see what happens. If they will want to see an original, then they will issue 221(g) and ask you to submit the missing document. This will delay your case. If you’re willing to take that risk, then that is your decision.
I believe your fiancé can request certified copy of the divorce decree from the state which is considered original.