Right, first off, I'm old enough to be your Da, so listen up sonny.
When you call the escort ask her would she be okay to see you, even though you look younger.
Some escorts do prefer their clients to be a little more mature.
It's cheating based on the fact that you say you are engaged, whether you're paying for it or manage to cop off with a girl in a night club. I'm not moralising here, as I too am cheating, but maybe you are a bit too young to be in a serious relationship/engaged, if your sexual needs are not matched by your fiance.
Developing a sexual relationship with someone you 'love' may require a bit of compromise on both sides, so if you are serious about your fiance, work on the things she likes in the bedroom and gradually she may come round to some of the things you like. It's a rocky road for you both if you are thinking of visiting an escort so early in your relationship.