Agree. This poor little girl has had a tremendous amount of upheaval in her young life and probably finds it hard to believe internally that this is a stable situation to stay.
I think the best role for you is one of loving support. good luck. My heart goes out to this little girl.
I completely agree with allmymarbles and sandman.
This girl has lost her mother, and is hanging on to her dad for dear life.
I think she needs family counseling, where her dad can communicate to her that he loves her no matter what, and she doesn't have to be perfect. That he won't dump her like her mother did.
I agree with Allmymarbles, its not weird for the situation she is in. Its really not that weird for a 7 year old girl (that's still a pretty young age). This is someone who has probably been rejected by her mother (or she wouldn't be there). That has got to hurt - a lot. You don't get over that easily. I would think that until she feels safe in this environment, this behavior could continue. Within limits, I would certainly try to include her as much as possible (it sounds you have been trying this). Bringing together two families is not easy. Its even harder when one person kind of got thrust into the middle of it all. And definitely try and work together with your fiance to help her. I do think, as allmymarbles said, that a lot of this has to do with her anxiety.
She has been rejected by one parent and is afraid of being rejected by the other. This is the root cause of her behavior. Its manifestation is less important. You might discuss it in this context with her father. If you put it to him correctly, without putting any blame on the child, together you might be able to relieve some of the little girl's anxiety.