It will all come good, don't worry!
"3. if i dont tell the british embassy that i applied a visa to another country and was denied, will they find out?"
Well yes they will know but you seem to think that it's something to worry about...I don't think so...
The best way I can explain things for you is this...Your AIM is to convince the embassy that you have a GENIUNE relationship/marriage and that it's not just another sham marriage....THAT is what your goal is when applying for the visa, THAT is what they want to see!