Doubt should not be the foundation of marriage. In fact no relationship can last long if doubt hinders its course. Always remember that you are just engaged and not yet married. If you are having second thoughts about your marriage then you have to take it seriously because stitch in time saves nine. You can save yourself as well as the person you are marrying by backing off.
As far as I know whether it is an arranged marriage or a love one, initial days are very sweet. You are engaged and you people should be spending good times with each other. Real problem starts after a few years. Initially everything is nice and sweet. Bitterness starts after a few months or years. If your fiance is not showing any interest in you right now when you people are in so called golden time period then it is a matter of concern.
Communicate with him. Communication can solve any problem. You will be spending rest of your life with him and thus you have to have a clear conversation with him. Things which you feel he is doing wrong, things which you want him to work on and everything that is bothering you should be expressed to him loud and clear.
These are just initial days and if you people cannot communicate with each other during this time period then you can think of fate of your relationship. Your partner cannot give such excuses that you are the one who is not able to keep him awake. If he is interested in you, no matter how busy his work schedule is, he will always find time to spend with you.
Another matter of concern you have written is that your fiance is interested in having only sex chat. This is not bad but becomes a matter of concern when communication is limited to it. You people should be able to talk about everything and not just certain topics. You will be life partners and thus if you want to share your life with one another then you better start having a meaningful conversation which covers everything and if he is not amused to do so then again think about it seriously as you cannot let go things like this. As far as discomfort is concerned, your partner if he really wants to be your husband should be able to have sensed it. Things that bother you, things which make you uncomfortable should not be brought up. This is what a good partner does.
You said you want to feel blessed and loved and that is only possible if you have a perfect marriage. Since marriage is a relationship between two individuals, both of you should play equal roles. You cannot leave everything on future. You cannot close your eyes and say to yourself that with passing times everything is going to be alright and your fiance who will be your husband in future will love you the way you want him to.
Always remember future will be what your present is. If you sow good seeds in present, you will reap healthy plants out of it. You will be deciding your fate. It is up to you to decide what you have to do and what not. But before deciding anything, have a real conversation with him. You need to clear all your doubts and have a nice chat on all those matters which bother you. If possible, meet him as many times as possible as face to face things will be different than on talking to some one on phone.
Agreed that it is an arranged marriage but that simply does not mean you can let the things bother you. You have to talk to your parents, friends as well as to your fiance. Seek help of others, discuss your problems with them. I will say that you need to know your partner well before marrying him to rule out any trouble in your future relationship.