How old are the kids? Seems like the older two are teens by being able to come and go.
My husband took on my 4 kids as a step father. ages 8,10, 12, 14 when we met. 10, 12, 14 and 16 when we finally moved to the US. There were some ups and downs, but it was pretty easy transition mostly. The biggest thing here is she is not their mother and needs to let you handle the parenting role. The kids and her have only been together for a really short time. Their relationship will sort it out if and that is a big IF she puts the effort into it. If she is hiding out how can they even start to get to know each other. I know very well how much teens and preteens like to hide in their rooms. This is where you need to step in and explain to her that is just their normal routine. Ask her what her expectations are? Find out why she is in her room, I doubt your youngest and her are jealous of the other over your attention. The newness has worn off and they are living their normal lives as they did previously.
If you want the kids and your fiancé to work things out YOU are the one who needs to make it happen. You are the one who needs to bridge the gap, you are the parent in the picture. The kids are being respectful to her, but they did just have their whole world turned upside down with no warning. Give them all time. If there is nothing else screaming red flags at you. Then I would continue on with the wedding, your fiancé is also dealing with her world being upside down, and culture shock is so very real. Throw in three kids and a whole different parenting style she is probably not familiar with and bam. Stressed out fiancé.
Now here is a way you can get the ball rolling. Get the fiancé to recruit the kids into the wedding plans.
You start getting the kids to pick things you all can do as a family that your fiancé may like to see/do or eat. Things will not just happen over night but little steps won't happen if you don't make the effort.