So your situation is one that allows you to up sticks and go at this point without any real issue. I would make a few comments / questions:

Wherever you go be sure that you want to be there all year round - for instance Malta is lovely in the spring and autumn, it is hot in the summer (moderated by the sea breezes) and a little chilly in the winter (but way better than the UK - though it is not unknown, even if it is unusual, for it to snow and settle for a short while). Some parts of Malta close in winter due to lack of numbers.

Are you going to work and if so do you have the right to do so? If you don't initially what hurdles do you have to go over to get the right to work. Are your skills, and your fiance's, in demand in the country / region you are thinking of going to? Can you develop your skills into something needed in that community?

Are you going to sell the properties that you have or rent them out - renting out allows an easy return to the UK at relatively short notice for whatever reason?

Initially there is a lot of sense in long term renting (12 months plus) in your target area to ensure that the area suits you, to ensure that you can get involved in the community - as has been said just sitting around with the tourists will not be spiritually fulfilling. One thing about having kids is that it forces you to integrate into the community through their schooling - typically lots of friends for you both come from that.

Finally, once you have moved post your address up so we can all come visit you - you know it makes sense. For those that arrive after any child arrives they can be considered voluntary babysitters.

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You will have to do without pocket handkerchiefs, and a great many other things, before we reach our journey's end, Bilbo Baggins. You were born to the rolling hills and little rivers of the Shire, but home is now behind you. The world is ahead.