No passport no travel. (sure there are some very limited special cases but "the courier service goofed up" is not a likely candidate for special exceptions). I would bet that change fee would be in order as per your fare rules. Also dont expect them to rebook until you have your passport.

Next part of your question regarding flying seperately, on 1st entry with fiancee visa it would be good to fly with her, immigration can be such a hassel [speaking from personal experience here] and the more supporting documentation etc. the better. To me the change fee would be a small price to pay to ensure fiancee can enter the country but YMMV