I have the visa but I'm not sure what they mean by permission from Secretary of State. This was the first time I'd heard of this. And what kind of document do they need to show I have a settled status. Isn't that what my fiance visa is?
You only need to satisfy one of the requirements there, not all of them
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Item 1 is your fiance visa, which gives you permission to marry in the UK. That is all you need.
Item 2 on the list is the COA (Certificate of Approval), which was needed for people who were already living in the UK on a different visa. Your fiance visa already gives you permission to marry here, so you don't need a COA (plus, as of May 9th, the COA has been abolished and so item 2 on the list no longer exists).
Item 3 is proving that you have ILR (settled status) in the UK... and you wouldn't be able to meet this requirement anyway because you can't get settled status until you have been married and living in the UK for 2 years on the FLR(M) visa (which you need to apply for after you are married, but before June 15th). It's for people who have permanent residence in the UK, but are not citizens. These people do not need a fiance visa or a COA to marry because holding ILR gives them the same right as a UK citizen to marry here.