Turtle,
Hi. I am sorry you find yourself dealing with a difficult person. Here's my two cents for what its worth:
1)Your fiancee is correct when it comes to marrying outside the faith. The Bible commands us not to be "unequally yoked." In other words, we should not marry someone who is not a Christian or a "believer." He is also correct in saying that he prays for you to receive Christ. That's not to say you will - it's just the Biblical commandment to pray for our spouses or potentail spouses who are not believers.
Please note, I'm not going to sit here and tell you that you're a heathen or a devil-worshipper. Your issue is very fundamental - you and your DF have two very different spiritual belief systems. That alone makes is very tough to be partners, especially if he feels a Biblical command to either get you to convert or leave the relationship to follow God's calling. I'd say the same thing if you were a buddist, jew, muslim, or druid. This an important issue that can't be ignored when you marry someone.
2)You are all too right to be angry at him for sitting on his butt. As a Christian, I'd be confronting him about his lack of living up to the Biblical standard to support his household both spiritually and financially. On this you need to get real honest with him and set some expectations: You get a job and contribute "X" to the household expenses or you will not be living here any more. Sometimes we women have to kick our men in the butt. No, it's not easy, but its necessary. He'll either respond or he'll leave. Too bad for you and your daughter, but he needs to face reality.
3)If he wants to follow God's calling for his life then he needs to be prepared to make sacrifices. That might mean you don't get married, he moves out, etc. What he needs to understand is following God's calling isn't all roses and wine; it can be difficult and painful. I would wish for another godly man to hold him accountable for his decisions if he wants to follow God's lead in his life.
Good luck to you. I know none of this is easy for you. I also know if you can love someone but may not be able to live with them. I think you'll have to be the one to make the decision about what's best for you and your daugther rather than waiting around for him to get a clue.
Take care,