Option 1:
Return to the US, apply for fiance visa (£515), go to the UK, get married, apply for FLR(M) (£395 or £595 depending on whether it is posted or in-person), live happily ever after.
Option 2:
Return to the US with your fiance, get married there, apply for spousal visa (£515) return to the UK, live happily ever after.