Hi Rainnyday, welcome to the group.
This stood out to me:
I am just so tired.
Yes. At a time in life where for many people there'd be excitement and hope, you're dealing with behaviors and moods that are exhausting to you.

He has gotten diagnosed with BPD recently and has been taking a lot of steps to be mindful of his triggers.
Can I ask how he seemed to take the diagnosis? Accepting of it? Minimizing? Other? Being mindful of triggers sounds accepting of the diagnosis, I'd think?
What kind/amount of treatment/support does he have? DBT? Groups? Other?
He makes me feel like I can’t do anything right and when we talk about my feelings in a calm setting it almost always turns into him going to the extreme and saying that it sounds like we should just cancel the wedding.
Anyone would be exhausted by and tired of that kind of cycle. pwBPD (people with BPD and/or BPD type traits) often have "all or nothing" thinking -- either something is all good or all bad. It is difficult for them, for whatever reason, to hold the complex thought that you have feelings you need to air that may be negative, AND at the same time you both can work through it and still have a wedding.
Poor expression of inability to hold complex emotional ideas shows up like you've said: "You feel kind of hurt by me doing X? Well let's just not get married".
Yet the fact that he struggles to express himself appropriately doesn't make it easier when you intellectually know it. It still hurts and is so exhausting.
Can I ask, how long were you guys together before engagement? I wonder if you noticed some things before his diagnosis.
Lots to talk about, of course, so I just want to wrap it up here by saying you are definitely in the right place to work through your thoughts and feelings about your relationship, with no judgment.
Write back whenever works for you;
kells76