Under the existing immigration rules UKBA say that if the divorce / dissolution process is not yet finalised, the Fiance(e) Visa is not automatically refused for this reason alone. The ECO will need evidence that the divorce/dissolution proceedings are well under way.
If one of the couple are still be waiting for finalisation of divorce/dissolution at the end of the fiance(e) 6-month leave to enter UK, they may apply to the UKBA for an extension of stay.
Do you have already an annulment certificate? If yes, than that should be sufficient.
My advice would be to include a letter that provides full details that your annulment is legally finalised togther with any documentation, and inform the ECO that you have not yet been issued with an annotated marriage certificate.
I would certainly try to submit a compliant application at the time of your appointment.
