Dallas is no where near the Mexican border. They were both of the same race. Doubtful if any red flags were seen by INS. I suppose it might be different if 2 different races were involved. Even then, nah. They’re too busy finding “real” sham marriages. Around Dallas, there is preferential treatment of certain categories of people. Well known, but not documented. As in INS looks the other way. They follow obvious cases of fraud. Not something like this. Too hard to prove sham marriage.
As for her being pregnant? What better evidence of a loving family? Do you think either of them would have said it’s not his baby? Really?