All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His Slave and Messenger.
If this girl is a non-Muslim and not from among the People of the Book, a Hindu or Buddhist, for instance, then your marriage with her is invalid according to the scholarly consensus. It is impermissible for a Muslim man to marry such a woman under any circumstances. Please refer to Fatwa 87895.
If she was a Christian or a Jew and you married her without the consent of her non-Muslim Wali (legal guardian), then the most valid opinion is that such a marriage is invalid because the consent of the bride's legal guardian is among the conditions for the validity of the marriage contract in Islam according to the majority of scholars as underlined in Fatwa 83629. The legal guardian's approval of the marriage later on (after concluding the marriage contract) does not count; the marriage contract would still be invalid according to the Sharee‘ah and the marriage bond should be ended either by means of divorce or a marriage annulment in such a case. For more benefit, please refer to Fatwa 57325.
If the spouses wish to restore their marital bond, they should renew the marriage contract with the consent of the woman's Wali and the presence of (the two) witnesses. If the woman's Wali unjustly refused to marry her off to a competent suitor, then a priest may act as her Wali in the marriage contract. Some scholars maintained that the Muslim judge or whoever can act as his deputy may act as the woman's Wali. Please refer to Fatwa 131340.
However, given what you mentioned of the death threats made by this girl's father against you, we advise you to divorce her and forget all about renewing the marriage contract. Look for a pious Muslim girl to marry; marriage to a woman from among the People of the Book produces many evil consequences.
As to divorce that is pronounced under coercion and duress, it does not take effect as we explained in Fatwa 154947.
Allaah Knows best.