Is it considered a sin in God's eyes to sleep, and only sleep, in the same bed with your fiancée? Or is that too, to be saved until marriage?
There is nothing in the Bible that would indicate that sleeping in the same bed as your fiancée is a sin. However, if you can do that without falling to the temptation to have sex before marriage you are a very strong person.
There is one biblical consideration which may apply. That is how such an action may be viewed by someone else. I don’t necessarily mean that your actions should be controlled by what other people think; they may think all sorts of things that they shouldn’t. The consideration is more about what they do as a result of what they think. For example, if they think you are having sex with another person that is their problem; they should not be jumping to conclusions. On the other hand, even if they know that what you are doing is entirely innocent and, as a result, figure they can do the same thing, and sin as a result, then what you have done is wrong. If your actions cause another to sin, or even think they have sinned, you should be very careful about doing that thing, whatever it is.
The passage on which I base the foregoing is Romans 14. In that chapter Paul says, among other things, that if a brother thinks that it is wrong to eat meat then it would be wrong to eat meat in front of him if by so doing you cause him to violate his conscience. Even if you are doing something that is not wrong, if by doing so you cause another to do what he thinks is sinful, then you have destroyed the work of God and acted unlovingly. How much more so if you actually cause him to commit a sin.