without government approval of your marriage, you won't get a family visa back into Qatar, unfortunately.

Marrying you out of the country can cause major problems for your fiance, so I would suggest you wait until your marriage is approved. The only other option is that you relocate somewhere else, marry there, but your marriage will not be valid in Qatar, and you will have no claim to any inheritences if god forbid, something should happen to him.

Does your fiance not have some Wasta, that can obtain your release from your company? I am not saying that will make things any easier, since you still need to have the govt approval for marriage, but at least you can be in Qatar, near him.