Hi, I'd like to help you with your question.
In this case, I would agree with your counselor, with an additional idea of my own.
Your counselor is right, it would be impossible to make everyone happy. It is your relationship and deciding how to conduct it is your business. As long as no one is getting hurt or nothing illegal is going on, you are free to see who you want.
Your daughter is now grown and out of your home. She can have an opinion and you should listen to it and allow her to vent. But in the end, she has no say so in who you see. You are an adult and can make your own choices. Respecting her right to an opinion is one thing, pleasing her is another. She should also afford you the same privilege by respecting your choices.
Your son is underage and still in your home. His opinion about your relationship has a bit more weight since he will be directly effected by who you marry. However, as long as he is taken care of and the situation does not harm him in any way, his opinion is fine but should not be the deciding factor in what you do.
Here is my addition to what your counselor said. Bring your daughter into counseling with you. And, if you feel it is appropriate, bring your son as well. You are a family unit and this situation needs talked out as a family before the marriage occurs. This should be a time to air things out, be heard and affirmed, and end the objections and opinions once and for all. This will give your daughter a chance to air out why she objects (loyalty to her father, dislike of your fiance, etc). It also helps prevent further objections in the future since it will be dealt with now.
In the end, this is your life. As long as you treat your son and daughter (and mother) with respect and let them have an opinion, there is no further obligation you have to listen to them. Unless you are in danger from this man (he is abusive for example) the kids need to back off and respect your decisions. Let them know you expect them to follow through, allow you to live your life as you see fit and give you the same respect you give them.
I hope this has helped you,