We can’t make diagnoses here at Astroglide, so your fiancée is best off going to a different gynecologist for a second opinion. Her visit should include a thorough examination, which involves getting checked out for any bacterial infections, including a possible yeast infection, bacterial vaginosis and any STDs. If nothing is found, then the two of you should talk to the doctor about lack of lubrication as a possible problem and remedies for dealing with such. Naturally, a lubricant like Astroglide’s personal lubricants, can help with any wetness issues, but your fiancée may have issues contributing to vaginal dryness that lube cannot fix.
Amongst other possible reasons for the burning that should be discussed with your doctor is semen allergy. Your fiancée may be having a reaction to a particular protein in your semen, the onset of which can begin at any time in a sexual relationship. Burning is among the symptoms of a semen allergy. If your fiancée does not experience the burning during intercourse with a condom (preferably polyurethane, to rule out any reactions to latex), then you may have found the culprit.
Best of luck in your efforts!