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 is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.
If your husband is from a Muslim country and he is able to return to his home country or any other Muslim country, and you are also able to accompany him then it is better to travel with him. There is no benefit in settling in a non-Muslim country where one loses his religion and worldly life. If travelling to a Muslim country is not possible or you cannot go with him then you have to try your best to change his legal status to stay there. If the above matters are not possible and there is no way except divorce or separation without any hope of reunion in near future then there is no harm to ask for divorce, most probably Allaah will grant you a another good husband.
Allaah knows best.