Hi Priyanka,
I would recommend to weigh the Pros and Cons of the situation.
Let's say you file some case or the other, then do you think they will stop speaking about you? In turn they may speak even more. Added to this you would ascertain their claims about you.
You are better off than many others who happen to experience these things after marriage. Since it's only engagement, just break the alliance and move on.
If you have any proof etc., then defamation and other cases can be filed.
But filing cases, will be waste of your time and money.
Stay away from them and as the saying goes "out of sight is out of mind" it will gradually fade off.
If they had lied or hidden the fact of his divorce, then you can file a cheating/fraud case against them.
As such if you are so bent upon filing a complaint, then you can still file the complaint at the police station under section 420 of IPC wherein they will be called to the police station and you will have to go as well and then you can clearly warn them before withdrawing the case.
Alternatively, go to women's police station and then file this case. Basically, your intention should be to warn them strictly and not filing the case to punish them. This way you will be able to warn them as well as not waste your time and money on cases.