I would think carefully about the bible account of Mary and Joseph. Although Mary had done nothing wrong, Joseph believed she had. He believed that she had been with another man. They were only engaged but to protect her he decided to secretly divorce her.
Once he had been told by God in the dream that he was to marry her, he did just that. However other people would clearly have been able to deduce in time that Mary had become pregnant before they married. Would that have been a problem? No, under the Israelite law if a single, unengaged man and woman had sex with each other then the man was simply to give her parents a dowrie and take her as his wife. Under Israelite law a man and woman who were engaged were as good as married.
Don't succumb to Watchtower laws. According to the bible, you have done nothing wrong.