Should I end things with my fiance?

I think that you should end things with your fiance and find another match. He is not honest and honesty is so huge in marriage. Additionally, while of course a "second wife" is entitled to the excitement and fun, she is going to miss out on some things because she is not the first. But the main thing is that he has too much baggage and is not willing to be upfront. The citizenship issue is also a red flag. There are too many reasons to move on and find someone else; I think you should let this guy go.