Please ask the pediatrician, today, to recommend some good books on child development that cover your son's age group. Learning more about where you son is as a six-year-old child will help you and is an absolute must for your misguided fiancé.
You are doing well, mom, for thinking first about your son, and for wanting to work with him on expressing what he feels. But your fiancé does not seem to see your son as a young child (and yes, six is still quite young). Please hold off on marriage until your fiancé and you are absolutely and always on the same page about this. Disciplining your son for this could be a huge mistake, yet it's what your fiancé expects to do; he will expect even more control and a "right" to discipline once you are married. Hold off and go to parenting classes or even family counseling with your fiancé BEFORE you marry him, because if he will not do those things with you -- he is not going to be a father to your son.
This situation gives you a huge red flag about your fiancé. You love him but that alone is not enough for marriage if there is a child involved.
As regards your son: Talk to the school counselor (you, alone, without son) about this, and then ask if the counselor will do some talks with your son one on one. This is exactly what school counselors are there for! You need to look at why your son reacts so strongly and emotionally and you especially need help to find some specific things to do and say when he gets disappointed or upset -- he needs to learn some better ways to cope, and the school counselor should be giving you some specific ideas. If the school counselor isn't up for that, ask the pediatrician for referrals to some local counselors who work with kids this age.
Six is a transitional age for many kids between being a "little kid" and having a lot of expectations, by parents, teachers and others, that they must now act like "a big kid." But they aren't always emotionally ready for that, and get overwhelmed at times. If this seems to be your son's case, be sure that you (and especially your fiancé, who seems to lack understanding of young kids) are not expecting too much from him, demanding that he act older or better or more mature too often, etc.
See a couples or family counselor or therapist with the fiancé; reconsider marriage if he refuses or insists your son is "just being a baby"; and work with the school counselor and/or another counselor, just for a time, to help your son over the very normal hurdle of being six.
It's also possible that the tears are a way to get mom's attention away from the fiancé. That does not mean your son is naughty or manipulative -- he probably does not even realize that he is getting all emotional, in part, to get you to come to him and comfort him. But it could be a signal that he feels mom is being taken away by the fiancé. You might need to work with son on that, but first, you need to work with your fiancé. I would be concerned about a man whose first and last thought is punishment and who doesn't stop to consider what's really behind the tears.