Cam414 - this is a very difficult and emotional time for you. You so much want this baby and are hanging onto the hope that it will all be OK in the end. It may be OK, only time will tell.
I can only tell you my story and hope you find it of some comfort...
I found out I was pregnant last March and discovered I would have conceived between the date of my FIL's death and funeral. I too had an emotional connection then with this baby and it was a happy occassion amist the sadness...
I went to my GP around 6 weeks and she scanned me but didn't see a hb, and at that stage she prepared me for the worst. She referred me to the hospital. I went to the hosp about a week later and again I was scanned and the sonographer thought she saw a foetal pole, but no hb, I also had bloods done to determine the hormone level.
Around 8/9 weeks I started to bleed slightly. I went to the hosp again and they asked me to come back the following week when I was around 9 wks. I was still bleeding slightly and they scanned me but they confirmed the sac was empty - there was no baby/foetus there. The sac was growing slightly but it was what they called a 'anembryonic pregnancy'. I was given 3 options and chose to have surgery to remove the 'products of conception'. I stayed in hospital overnight and home the next day.
I personally feel that the loss would have been even worse had I seen a hb at some point. It is natural to hope the hb will be there, or is hiding etc. I can only tell you to try and take care of yourself. It is a hard and emotionally traumatic experience for anyone, and with your dad's passing too this may make it harder for you.
I now am 31 weeks pregnant and due on 14 May.
I hope things work out for you and your fiance.