What is the ruling on dealing with a fiancée who does not adhere to the Islamic hijab and insists on attending mixed parties and participating in a mixed-gender sports club, knowing that she acknowledges the impermissibility of some of these matters, and how should one deal with her insistence on committing sins?

Islam encourages choosing a religious wife. A girl who exhibits these characteristics is not advised for marriage unless her condition rectifies, because annulment of an engagement is easier than divorce. The Shar'i hijab is an obligation with specific characteristics, and your description of being "overly rigid" merely for disliking the girl's attire is incorrect. Unlawful ikhtilat (mixing of genders) in clubs and parties, especially with the presence of munkarat (prohibited actions), is forbidden. It is not permissible for a husband to condone his wife's participation in clubs that do not adhere to Shar'i regulations. The girl's statement, "this is how she is and she wants to remain that way," indicates weakness in religion and morals. It is not permissible to converse with a non-mahram woman except out of necessity and with specific regulations. In summary: Do not marry this girl; seek a righteous woman who will safeguard herself and her husband.