I wish you'd made this post 9 months ago instead of now. I would have told you to just have a court house wedding as a means to live together, rather than making it a big affair with everyone's family. What's done is done though, so we just have to figure out how to make this work for you now.
The concept of marriage is clearly very important to you and you're feeling like you've compromised that just to move your relationship with your significant other to the next level. I think the fact that you're married now and still not even living together is making this even worse... Because from your perspective you've compromised your beliefs about marriage and still don't have anything to show for it.
So please read the next bit carefully and in its entirety... I'm not a lawyer but based on my understanding of annulment, I think the circumstances of your wedding would allow you to annul it... Even if a judge didn't agree, I feel a reasonable argument could made for an annulment: you were distressed, having panic attacks every other day, you probably weren't in a good state of mind to give consent. You weren't being forced to marry by a person but the circumstances forced you, and your bf threatened you with the end of your relationship if you didn't. At least in the US a marriage by force or threat can be annulled, and a marriage where one party is incapable of consent can also be annulled... I dunno where you live but I'd imagine it may be similar if you're in a westernized country. Anyway, the reason I'm saying this is NOT because I think you should annul the marriage, but because I think you should understand that a wedding taking place under those conditions is not a real wedding. Are you married legally? Yes. Are you married in your hearts? No. The point of your wedding was to be together, a means to living together and seeing where your relationship could go from here... It was not a true wedding where two parties join together, desiring wholeheartedly to spend the rest of your lives together. I think you need to understand and accept that even though you went through the motions, said the words, and have a piece of paper to show for it, the wedding you had was not a true wedding. If you can accept that, then it will be the first step you need to take in accepting that your beliefs on marriage aren't entirely compromised either.
If you want my opinion, I think you should treat the marriage as void in all aspects of your life outside the visa process. You haven't married someone for life, you've just gone through a ceremony to allow yourself to live with your bf, and if it doesn't work out then break up... The break up will just require some extra paperwork. If it does work out, and you realize you want to spend the rest of your lives together, you should find an ordained minister to remarry you properly so you can say the vows to each other again wholeheartedly.
I would talk with your husband about it, tell him how you feel, about the wedding, about your beliefs on marriage, and how you don't believe the vows you made were earnest. Ask him if he feels the same, and ask him if he'd be welling to go along with you in considering the marriage void in most respects... Ask him if he'd be willing to have another wedding down the road (maybe a smaller one since you've already spent the money on one) when you're both feeling 100% confident in the longevity. Perhaps he could even re-propose. If you've already exchanged rings, I wouldn't wear them, just set them aside somewhere for safekeeping until you need them again. Just go about your relationship until you feel confident in it again, and if you find it's not working then that's just how things go.
I hope this helps. Good luck. I'm in an international relationship myself and I'm very fortunate that his country does not require us to get married in order for him to sponsor my visa.