I transferred some money to my ex fiance.?
If you werent married to your ex-fianc, then no you dont need to prove that the relationship ended. All you will be required to do is declare that you are free to marry (of legal age, have mental capacity to understand marriage, not married to anyone else), just as anyone who gets married has to do. Any official or semi-official paperwork that states that you were engaged to someone is meaningless; its only a prior marriage that could be an impediment and then only if you were not legally divorced. Is someone telling you that you need to prove the relationship ended? If so they are wrong.