What is the way to win back his first fiancée after he left her for another, then regretted and repented?

It is obligatory for you to repent to Allah for the sins you have committed, and your repentance should be for the sake of Allah's pleasure, not with the intention of Allah returning the woman to you. Sincerity in repentance is a condition for its acceptance. Since the woman has accepted another suitor, you should turn away from her and look for someone else. Perhaps Allah will compensate you with someone better. Therefore, seek Allah's help, occupy yourself with repentance and drawing closer to Allah, and strive to rid yourself of attachment to this girl.