While what she did was not a “best cast scenario”, it’s probably the best case scenario of someone going behind your back. If this was the second time she did it, explain to her that you don’t like being left out of the plans (between her and your fiance. A totally legitimate excuse if you ask me- whether you feel that way or not) and if she could please include you next time she feels it’s time for you to get a new gift.
Explain to your fiance that you want her to come to you, not him, in the future and if it comes up again to tell her to talk to you. (Tell him exactly what you said here- that you feel she’s going behind your back and you don’t like it.)
This one might be a little far out, but if you feel the shower is so stressful, tell your friends you don’t want one. Maybe it means collecting money with no shower or if it’s too late, tell them to go with whatever they have already and keep it at that. It’s really nice for everything to be nice and fun, but IMO it’s more important for everyone (mostly you, but everyone else too) to be happy. If it’s causing more trouble than it’s worth, get rid of it.