I actually know a male-to-female transgender, and they don't prescribe hormones until you're ready to transition, have undergone extensive counseling and intend to live and dress full-time as a female. You don't just "dabble" with them. If he's already started the process and been prescribed hormones, someone definitely needs to tell his fiancee.

Probably he was using birth control pills. Apparently that's pretty common.

My thought is the same as Messy's. I also know there is a fairly large black market in the hormones, though I'm sure it would vary by region. In Asia, it is not so hard to get a lot of these kind of hormones, but the issue is that hormone replacement therapy is a complicated process and non-guided usage of the hormones can cause problems. I really hope this gentleman was under supervision, though it seems like he wasn't.