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, sallallaahu ‘alayhi wa sallam, is His Slave and Messenger.
If the marriage contract was actually concluded, then, the Fatwa given to you by the Shaykh is correct. Divorce before consummation of marriage is always irrevocable, in the sense that the woman comes out of the authority of the man, who ceases to have any claim on her.
But he may propose to you again: if your guardian and you approve, he will then wed you with a new contract, two witnesses and a dowry. But in case no divorce took place, and it was you who cancelled the wedding contract on your part, then there would be no divorce in the first place, and you would still be married to him, since the (right of) divorce is in the hand of the husband.
Allaah Knows best.