1) There is no way to combine PNRs - when you booked your tickets separately, you got 2 different 6 character codes that reference the 2 separate itineraries, and no agent can combine them. The only thing they can do is put a note in the itinerary that says you're traveling together with your fiancee.
2) Strictly speaking, your fiancee was not entitled to free baggage according to:
http://www.united.com/CMS/en-US/trav...geChecked.aspx
Customers traveling with MileagePlus Premier members or dependents traveling with active U.S. military personnel will have the same exemption as the customer whose status provides for the benefit, as long as they are traveling on the same reservation.
Having said that, it's possible that a friendly/accommodating agent would have allowed your fiancee's bags for free, and it certainly doesn't excuse any rudeness from agents.