Yes, strictly speaking you must have CFO sticker for yourself and your son to avoid potential refusal to leave at the airport.

Some folks will tell you it's not absolutely necessary.....but that's just not correct.

To secure the CFO passport 'sticker' you'll need to attend the seminar and receive said certificate. Your son may be exempt from attending the Counselling Session if under 12 years old, but he is still required to register with the CFO (even by proxy)

You'd be well advised to contact CFO immediately to secure all needed informations etc. Be prepared to spend time there before your flight.
In your case time is now of the essence.

Here's a start for your understanding (please DO take time to read - important stuff to help you)

Just click these links:-

For Filipinos leaving the country with immigrant VISA

Fiancee, Spouses and Other Partners of Foreign Nationals

Good luck

Let us know how it goes