There is a difference of opinion regarding the level of the prohibition of affectionate or sensual touch, without intercourse, for a couple in your situation. One opinion is that it is a rabbinic level prohibition. Rambam, however, holds that such touch violates a Torah prohibition and incurs the penalty of lashes. According to all opinions, intercourse would have been a violation of a Torah level prohibition and an issur karet. The prohibitions for a married couple when a woman is in niddah are the same.

In addition to taking measures to avoid a recurrence (including careful adherence to the laws of yichud until you are married) and taking time to do teshuvah, you both may find it helpful to review the laws of harchakot to prepare yourselves for your marriage. The strong desire for physical connection is common in loving couples, and the harchakot are designed to help couples avoid transgressing severe prohibitions when the wife is in niddah. You could start by looking at the articles in the "Conduct During Niddah" section of our site.

It is wonderful that the two of you are so attracted to each other. Be'ezrat HasHem, once you are married you will be able to express your affection physically at the appropriate times. The wedding day is akin to a personal Yom Kippur for both of you, an opportunity for complete teshuvah and to make a fresh start.

May you merit to keep these mitzvot for a lifetime together and to build a bayit ne'eman beyisrael!