All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.
First of all, you should know that whoever fears Allaah, Allaah will protect him from any harm and evil. What you experience and what you feel is because of breaching the Islamic rulings by this illegal affectionate relationship with your colleague. It is forbidden in Islam for a woman to establish any affectionate relationship with a marriageable man. Therefore, you are obliged to repent and immediately cut this relationship with this man.
As regards the man to whom you are engaged, if he is religious and has a good moral conduct, then you should not hesitate and should proceed to marry him. What you mentioned that you do not have feelings towards him is probably because if the sinful relationship you had with your colleague. Yu may love him after marrying him. Indeed not all homes are built on love. You may find in his qualities of being religious and having a good moral conduct what will suffice you from looking to love in the early stages of your marital life.
Anyway, since the matter is only at the phase of engagement, if you fear that the marital relationship with him will not be stable and last according to religious requirements, then you may invalidate this engagement. An engagement is just a kind of promise for marriage and it is permissible for each party to annul it. However, it is better to proceed with this marriage if there are no marriage impediments.
Finally, it should be noted that it is no permissible for a woman to work in a place where she is mixed with men except for a necessity and provided some religious requirements are met.
For more benefit on the requirements for a woman to work, please refer to Fatwa 82399.
Allaah Knows best.