Hi my lady and I would like to travel to the states next year probably over Xmass.

We are not married. No previous marriages either

The questions are.

She needs proof she will return!

I am a UK passport holder

but my passport has my residence is in the UAE Middle east.

Oil worker 1 month on 1 month off.

Can she apply for a fiancée Visa or is that for US passport holders only.

Also where should I make my application, in my country of residence?

I sent a similar mail to the US embassy last month (Bangkok)

still no reply

As she is just going for a visit, she may apply for a Visitor visa and not a Fiancé visa. See also Visa Information For Temporary Visitors, in particular, Denials and Ineligibilities and Waivers.

As a UK citizen, you may be able to benefit under the Visa Waiver Program (VWP). You may need to renew your UK passport first, to satisfy their passport type requirements.