I'm going to read messages from an ex- lover behind my fiance's back.
Why would you want to go behind his back and read messages from someone you were involved with in the past?
Our sex life is mediocre and I am unfulfilled in our relationship.
Keeping things from someone you are planning to marry is wrong. You should discuss your feeling now so you can be sure you two really should be planning your lives together.
Reading his messages is going to make me feel anger about my marriage.
Reading the messages won't fix the problem you have with your marriage. It would be better to tell your partner what is going on so that you can decide what you want to do, whether it is to end the marriage or fix it.