So YOU are the US Citizen. Your male fiance was married to a Filipina before, and divorced in the USA?
For the USA, there is no Federal or National registration of marriage. Your marriage certificate from the State of Utah/Utah County is all you will need as evidence you are legally and lawfully married. The Filipino or Filipina to which you are married, will not be able to get a CEMAR from the PSA showing you are the only registered spouse. The Certified Copy of Divorce Decree obtained in the USA, will be satisfy USCIS and later the Consular Officer.