All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.
First of all, know that the girl to whom you are engaged is a non-Mahram to you. So, it is unlawful for you to stay with her in seclusion or talk to her except for dire necessity. So, we advise you to repent from everything you had committed that did not conform with the Sharee’ah.
As for the question you asked, we believe that you should do your best to marry this girl since, she is, as you mentioned, religious. You could achieve this by correcting the conception she has of you. You could use your mother and/or sisters for that aim. Otherwise look for another girl for marriage and we hope that Allah will make things easy for you.
Allah knows best.