need advice!

i’m in a horrible situation. my boyfriend of 3 years came to America when he was 5 months old. which technically means he’s an illegal immigrant. we are both 19. now this is where the bad stuff happens. his parents pulled us aside and told us he has 30 days to get married or he will leave the country. they looked me in the eyes and said “if you do not marry him u will never see him again and it will be your fault”. i mean if u just found out you were never gonna see your long term boyfriend again unles u did this what would you do? so i agreed and they drove me to vegas from cali and we did it. i was so sad the whole time this isn’t how i pictured how i’d be married i couldn’t stop crying. fast forward a month after vegas. my boyfriend reads the letter they got in the mail and it said nothing about getting deported at all.. his parents had lied to us. i don’t know what to do i know i did this to my self, but i’m stuck they are making me work for his sister so i can afford to move out with him to i feel like they control my life. now it’s been 5 months since vegas and we just got our tax returns i’m still a dependent, my dad still does my tax returns and my family doesn’t know about all this they are really strict. is there anyway i can file as single on my tax returns since i got married in another state and my bf doesn’t claim taxes and is illegal and we don’t live together. someone please help me out i have so much anxiety. if my dad finds out it will be very bad. also i am trying to get a divorce i just need to get 1500. please help me get away with this until i can file divorce. i feel so trapped and wrapped around their fingers