Typically people punish their children and move on. If the child messes up, they do it again. You seem unwilling to move on. She was lying and stealing from you from the ages 9 to 12 or 10 to 13. ya that happens and you deal with it. " don't know is a fairly common answer for that age group. People do grow up.
It is unfortunate that she showed up unannounced. There is something going on that your fiance hasn't told you. With the proper notification, things could have been set up to have dealt with this in a much smoother manner. Ground rules laid down, schedules set up, etc. And this was something that could have been dealt with.
I would say that now the problem is not necessarily with the daughter, but the communication between you and your fiance. Either he was scared to tell you, or he got the info the last minute or ? Either way - you talk about it and grow from it - or the outcome will be like specialmom suggests.
I thought you said you broke up because of this. . . that sounds like the best solution. This will be a source of constant conflict between you and her dad for the rest of your relationship. Even if you are successful in extricating her from your life (which if you live with him would mean his too)---- he will always resent you. The deal is, if you are involved with a man with children----- the whole picture has to be taken into account before you marry. His whole picture is he has a daughter that you think steals from you and you don't want around. Relationship won't work, sorry. Just my opinion.
It is your house too and therefore you do have a right to lay some ground rules. I don't know if it's exactly fair to ground her from your life permanently, but she shouldn't live there without any rules. Remember this is your fiance's daughter, flesh and blood. He watched her grow up and loves her a lot. It would probably be very hard for him to never see her again. Don't make him choose between you and his daughter, but make sure she doesn't steal from you.