“However, I strongly suggest you contact immigration authorities and report the circumstances of her arrival. You will effectively stop her legal immigration through marriage. It may be too little, too late but it's all you can do.”
I'd like to add to this thought from my own experience as a immigration sponsor.
First off from what I have seen here it is most defiantly not too late to inform the immigration authorities about this matter. And I shall explain why.
My wife and I met after each of us had been scammed. She was from Australia and I from the U.S.
When the time came we decided together that she and her then 13 year old son would come here. I contacted a legal firm that specialized in just this type of immigration and the two of them came over under what is called the visa waiver program. Because the U.S. and Australia have friendly political relations the K2 marriage visa was not required. This however was the ONLY easy step. All of the rest had to be by the book, and it is strictly adhered to.
There was layers of paperwork that you can only imagine. Medical examinations, background checks, and numerous interviews at a local government building. All of this having costly processing and filing fees. And if any mistake is made somewhere and you are deigned it's not a matter of try again in six months or so. It's try again NEVER
You only get one shot to get it right.
Something else you may or may not know. The laws had changed as far as citizenship through marriage. We were informed that because of all the problems that had been happening from mail order brides from the Philippians marriage no longer guaranteed citizenship.
And once we were approved because we did not know each other face to face for at least two years prier to the whole process. My wife and stepson were only issued two year provisional green cards. Near the end of that time we had to show documented and photographic proof that we had indeed established a true and working life together. If not the two of them could have still been sent home to Australia.
And all of this is for the purpose of protecting the U.S. citizen.
So from my prospective any monkey wrench that can be thrown into the works at this early stage could potentially halt the entire immigration process.
And for this reason I would strongly advise that you are 100% sure of your suspicions about their relationship before you act. Because once done, it can't be undone.