i want to move but my fiancee doesn't

This probably isn’t what you want to hear, but if neither of you are willing to make the sacrifice to be away from your families (completely understandable!) then this may not be the right relationship for either of you. If being away from your family is a non-negotiable, I would lay it all out on the table to your fiancé. Let him know that there is no way you can be happy/satisfied with your life living in Texas. See if he would be willing to try living in Pennsylvania with you (seems like an acceptable ask since you tried living in Texas for him). If he tries and is not happy there, or if he just refuses to even try altogether, then unfortunately, I think this relationship is a dead end for both of you, and you will need to go your separate ways. As much as we like to think that love conquers all, in reality, it doesn’t. Sometimes love just isn’t enough.
Is your fiancé your daughters father? If so, would also suggest meeting privately with a lawyer to see how you would go about moving back home with your family. In a lot of states, where the child is currently located holds a lot of weight. So if you indicate to your fiancé that you want to go back home and take your child with you, he may be able to legally stop you from doing so. Whereas if you take the child and move back home first, he likely wouldn’t have any legal standing to force you to return to Texas. Most likely he would just be granted summers with her.

I agree with Cece. You don't sound like you're ready to be married. It sounds to me like you and your daughter should move back to PA to be with your family and support system. I would also suggest couple's therapy.

I agree with above comments. I would put wedding planning on hold for now, and instead focus on working together to figure out where you'll both live. If you cannot come to a resolution, then you would need to decide whether this is a deal breaker for your relationship.

I would try to look at it from what is best for your daughter. Only you can truly decide what is best for her future