Thank you all for your advice, I feel like a have stepped inside a minefield and I do not know where to step next!
The annulment side of things, although expensive, will be the easiest (and I use that word very loosely) thing for us to deal with, as I love Alou dearly and although 300,000 pesos is a lot of money to me, I think the future happiness her annulment and our subsequent marriage would far outweigh the cost.
Like some of you have mentioned I think it is the custody and visa's for Alou's children that will be the real battle, which is why I asked question three in my original post.
When Alou mentioned to her husband that she wanted an annulment, Alou also mentioned that she may consider taking her children abroad in the future. At no point has she mentioned a boyfriend (me) to any of her friends and family as she only wants to announce us being a couple when she knows there are no more barriers to keep us apart.
I know it was a mistake Alou mentioning the possibility of moving abroad in the future, but she did that without consulting me and she probably just wanted to get everything out in the open so she knew where she stood. Needless to say her husbands parents were not happy about the possibility of losing their grandchildren and her husband also said in the meeting with Alou that he would not allow his children to move abroad,
I am very, very grateful for all the help, advice and links you all have provided and, I am inclined to follow either boss's advice and try to shame him and his family into agreement or go down the detective route as I do not think her husband will make anything easy for us, so we may need to "force" him into the annulment and custody of her children.
