I believe this is related to you and your fiancée NOT past marriages.
'Have you, or your sponsor, ever been married or in a long-term marriage like relationship before?' NO as you have not lived together like a married couple
You should provide details of when and where you/they lived together and for how long.
Please note: If you/they have been widowed, divorced, had a civil partnership dissolved or are a surviving civil partner please indicate that here.
Yes you have both been divorced and I believe you just supply your divorce papers
Congrats and good luck
I am sure someone with more knowledge will come along ;-)