First of all I have to say that I experienced that friendships between men and women can become really complicated. (Especially, if one of them is in a love relationship and the other one is not or if one of them falls in love with the other one.)
I think you feel that bad because you're a HSP. That's what HSP is about, isn't it? We empathize with other people. We have intense feelings.
You should take one step back and get clear about what YOU want. (Do you want her as a girl friend? Or do you want to stay just friends?) I think the girl you talking about should be more careful (about how she behaves in this friendship).

Regarding your questions:
1) That question can only be answered by her. Everything is possible. Maybe she only wants to be close friends with you. In this case you have to decide if this kind of friendship is something good and comfortable for you. It's possible, too, that she feels for you. In this case she has to make a decision. She has to decide whether she wants to choose her fiancé or you.

2) I think it's about HS, too. We somehow reflect feelings. If someone is nice to me, I start to like him. And you are close friends that means you already feel sympathy for her.

3) As I said before. That's definitely about HS and conscience.

I hope you find your way!
Take care!
Leni

thank you to answer so fast.

I thought i knew what I want but I am starting to realise that what my mind want is different of what my body (feelings) want.

I am very clear about it, she has a fiance and I never asked myself if it could even have something with her.
Still, I kept my distance for a long time with her, but now I know I am moving away from the country for a new job I do not care anymore of the distance and let her get closer because I care about her and I spotted she need help with a problem and she was lost and had nobody to talk with.

Everything is crystal clear in my mind, I want her as a friend and I have feelings for her but that's not love.

I know this girl has feelings for me, but she already has the love of her life so it is clear again there will be nothing.

She is really nice and I want to stay her friend, why cannot I be close friend with someone without getting my mind burned down ?

In my opinion it isn't a good sign if you struggle with different emotions in a relationship. I would be afaid of it to become really complicated, but as long as it's fine with you, it's good ;)
What exactly burns your mind?

My feelings! I realised I am so jealous of what she has, because it is exactly what I am looking for. The girl, the relationship, that's exactly it. The conclusion that gets to your mind when you know I struggle so much with relationships is that I will always be alone! The only thing that does matter in life I cannot get. Actually I even struggle to only have friends. I am getting 25 in two weeks, it puts pressure on my mind. It is hard to manage when the only thing you want you never had in your life and when you meet the opportunity, it is not for you.

I can understand that. But than I think that's much more about your own life and wishes and not that much about this relationship. You should find someone for you! Maybe the new country will be a good opportunity to find love (and that will tidy up your life)!?
I wish you that love will cross your way ;)

Even if you only want to be her friend what she is doing is not appropriate.

She should be talking to her fiance about this, not another male.

Relationship problems should be addressed within the relationship by the 2 partners involved.

Anyone else who gets involved is a third party.

A relationship should only consist of 2 people, not 3.

This advice goes for anyone... HSP or not.

Also, what she is doing can create unnecessary drama in her relationship with her fiance.

Getting involved in another person's personal drama is not worth it in the long run for everyone involved.

This situation is currently more complicated than it looks like:

I started looking for a new job, everything was going very well, and suddenly I realised my personal life is still dead.

I am missing the only thing I really want : love

And I realised that because i think I was hiding my feelings for this girl, for a good reason, she is almost the perfect girl I always wanted.

I started a nervous breakdown I am currently stuck in. Some days are better than other, but the situation is aggravated by the fact that I need to look for a job, I love a girl who love another man and I have digestive pain pushing on my nerves.

I have been looking a lot lately for HSP and I am bored to see all this people saying it is a strength...

I have seen a lot of good exercises and advices, but it does not help for my problem.

I have also seen that a lot of people are in the same situation than me. And everybody says don't worry, it will come.
But I worry a lot, I am ten years late on common people, I lived it way much better since I discovered hypersensitivity but the sudden you are 25 broke me down.

I don't have social difficulties as I did see with some other HSP, my hypersensitivity is quite a strength in my work, it is not bothering in my daily life anymore....

I am happy that people are happy around me, i want to give love, to help and support, to keep having fun with friends or stranger, but there is a moment I am wondering why am I not getting love ? It looks selfish, but I lived a long time without it, and now it is hard not getting anything,...

It is like the battery is dying: I give, it makes me happy, but the less I receive, the less I feel, I feel less happiness, and want to give less, and then receive less...

I am seeing my family this weekend which usually refill my battery, but It is not a full refill this time, I can feel it... it is not enough, my body needs more.

Eros has alot to answer for

The phileo love refers to an affectionate, warm and tender platonic love. It makes you desire friendship with someone. It’s the kind of love which livens up the Agape love.

Storge love is a kind of family and friendship love. This is the love that parents naturally feel for their children; the love that member of the family have for each other; or the love that friends feel for each other.

Either one of those types of love is what the OP and his female friend need instead of Eros love.

Especially since she is engaged.

I did think about what you said, unfortunately it was real love.

I am in Love as I never been before.

It hurts a lot.

I decided to rush my return at Home, to escape my now old life for 3 years, getting some distance with the girl.

I should be very happy, I have money, I have free time, a new job (starting in 2 weeks), my life is going great except i am alone.

I think about her all the time, I am trying to plan a lot of side activities, but I don't want to do anything...
I love series and movies, I am not even able to watch them anymore.
I am bored. I am sad.

I hope time will heal that.

I try to think positive a lot, it helps, but nothing helps to overcome love.
I never let my brain getting completely into this relationship, I always put limitation on what I think, on what is possible to happen, I stayed realistic, and I knew nothing would happen.

Even with that, I am in pain.

So why am I in pain ?
I did not expect anything...
I stayed realistic, I kept my distances with her, so why my heart is so hurt ?

I know I will probably find someone more compatible with me, but i feel cursed as all the girl I meet are not compatible with my personality or already have someone else.

I fixed new targets in my life for the next 5 years, but what about after ?

Being HSP is really painfull, I understand things that most of the people can't or it will take them years, I exactly know what I want in life, and still, the only thing I desire more than everything i cannot get.

Curse or destiny ?