Soldering stations which can be set to much lower temperatures than 200°C are not unheard of (and wide temperature range somewhat correlates with quality). If you had one of these, you could use low-temperature solder like chipquik.
For a one-off job and considering your space constraints, you could simply solder copper wires where the fuse needs to be, then twist these wires with fuse terminals, which is not as good as crimping, but does get the job done in practice. Twisted parts can then be trimmed to save space (3-4 twists is enough) and heat-shrink could be put on if insulation is required.
Another idea is to bend the fuse terminal in a snake-like pattern to save space, and then solder the ends of therminals, while cooling down the therminals entering the device (e.g. by holding them with a wet cloth).