USS_Voyager

If you have filed the I-539, you are not illegal. You are in authorized stay while the I-539 is pending. 
 
Yes, if you leave the US while the I-539 is pending, the I-539 will be considered abandoned and be denied. 
 
I am not 100% sure how that will affect the ESTA. 
 
I don't think the an I-539 denial will have any impact. However, your overall situation may have an impact on the ESTA. You were on E2, now divorced, have a boyfriend and sounds like now you intend to live in the US permanently. 
 
I think dependent status is tied to the primary applicant's status. 
 
Overall, I think the best course of action is: go home, finalize your divorce, then your boyfriend can either file a K1 and if you decide to get married CR1. It is much cleaner.

Well the short answer is yes, provide you have all the right documents to enter Canada. Canada doesn’t care if there is a pending I-130 for you from the US, none of their business. To enter Canada you either need a visa or if you are from certain countries, there is a visa waiver program. Applying for express entry doesn’t have anything to do with anything else, it’s a completely separate thing.
 
The only thing that would be very hard if not impossible is to maintain permanent residency for both Canada and US at the same time. 

If you have filed the I-539, you are not illegal. You are in authorized stay while the I-539 is pending. 
 
Yes, if you leave the US while the I-539 is pending, the I-539 will be considered abandoned and be denied. 
 
I am not 100% sure how that will affect the ESTA. 
 
I don't think the an I-539 denial will have any impact. However, your overall situation may have an impact on the ESTA. You were on E2, now divorced, have a boyfriend and sounds like now you intend to live in the US permanently. 
 
I think dependent status is tied to the primary applicant's status. 
 
Overall, I think the best course of action is: go home, finalize your divorce, then your boyfriend can either file a K1 and if you decide to get married CR1. It is much cleaner.

Oh, then that is even better. Then all you need to do is to send a notice to USCIS to withdraw the I-539. Then you move back to Europe and that will be that. You should be fine in the future. 

If you have filed the I-539, you are not illegal. You are in authorized stay while the I-539 is pending. 
 
Yes, if you leave the US while the I-539 is pending, the I-539 will be considered abandoned and be denied. 
 
I am not 100% sure how that will affect the ESTA. 
 
I don't think the an I-539 denial will have any impact. However, your overall situation may have an impact on the ESTA. You were on E2, now divorced, have a boyfriend and sounds like now you intend to live in the US permanently. 
 
I think dependent status is tied to the primary applicant's status. 
 
Overall, I think the best course of action is: go home, finalize your divorce, then your boyfriend can either file a K1 and if you decide to get married CR1. It is much cleaner.

Yes, you should specify the state. In the US, there are many popular town's names, but different states. 

Wow that is some serious expedite. The visa God must be really blessing your case. 

1. In order to marry you, he has to be legally free to marry, meaning his divorce has to be finalized. The logical place to do it, is in the UK, where he actually is currently living. 
 
2. When his divorce is final, then you and him can get married. At this point, you have two choices: if you want to get married in US, you can file him as fiance (K1), he comes, you two get married. He can file for adjustment of status to permanent resident.
 If you want to get married in the UK, then go over there and get married. Then you file for him as spouse (CR1). 
 
K-1 route: slightly faster time to being together in the US (4-10 months), but longer time until the foreigner can get a green card and more expensive in terms of fees. Big disadvantage: he will not be able to work or travel internationally after he arrives on K1 for 6-10 months until he has EAD/AP. Some people have troubles getting SSN, open a checking account or get driver license until they have the green card.
 
CR1 route: slower time until being together, but faster for the foreigner to get the green card (12-16 month). The spouse will enter and immediately become a Permanent resident. No adjustment of status needed and therefore less fees. Green card and SSN arrive automatically after entering makes getting driver license, bank account ... very easy.

Yes, not only they can see she applied for one, they can see that she was denied. The decision to admit any non-US citizens is at the discretion of the CBP officer at a port of entry. She can certainly be denied. 

You are worrying about nothing. While document losses/misplaces do happen with USCIS, the vast vast vast majority of cases are adjudicated without any problems. There is nothing you can do now anyway. Just have beer or something, and wait. 

Wow that is some serious expedite. The visa God must be really blessing your case. 

For everyone information, the I-539 is considered abandoned (and will be denied) if the applicants leaves the US while it is pending, much like the I-485 for adjustment of status.

I don't know how that's possible. Every immigrant visa application must have an Affidavit of Support. 
 
Yes, you will most likely be denied under Section 212(a)(4) of the Immigration and Nationality Act (INA): "an individual seeking admission to the United States or seeking to adjust status to permanent resident (obtaining a green card) is inadmissible if the individual "at the time of application for admission or adjustment of status, is likely at any time to become a public charge.""

The visa is used on the first time he enters the country only. The green card will come in the mail and should be a 10-year green card. Wait for the actual green card to come.

I think you will be approved. I will be shocked if you were denied.
 
In your case there are only two ways they can deny you: criminal history and moral grounds. 
 
Extra-marital affairs are not criminal. Bill Clinton had a ####### in the oval office with a White House intern and Donald Trump slept with a porn star while his wife was pregnant. None of them violated the laws. 
 
So the only thing the IO can lean on is is moral ground. That’s pretty shaky. I don’t think any supervisor in their right mind will do it. There is just no way. Even if you had an affair, divorced your wife and married someone else, they can’t do it, as long as your first marriage was entered in good faith.
 
If they do deny, I would file an appeal instantly with a good immigration lawyer. I don’t think USCIS has a case here based on what was presented.
 
 

It's not her personal property. It's the property of whatever country that issued that passport. 

I would go that far. They have no business seizing her passport. The passport is the property of the foreign government. That would make me mad a little, and especially all this happened when she was in perfect legal authorized stay. 

I am mildly concerned that you didn't answer if you married the mother before the "now 18 plus" turned 18 because if you didn't, he is not considered your stepchild and you can't petition him at all. 
 
As Boiler pointed out as well, you don't have a lot of time before that kid turns 21 and it will take a LOT longer to get him here. 

Since this is CR1, no child is included. You have to file a separate I-130 for each step child. Did you marry the mother before the child turn 18? That is one of the requirements. 

Since this is CR1, no child is included. You have to file a separate I-130 for each step child. Did you marry the mother before the child turn 18? That is one of the requirements. 

Wow that is some serious expedite. The visa God must be really blessing your case. 

No need to freak out, everything is going to be ok. Just to be clear, the I-485 was denied because you did not file the I-864 to go with it? Or you did file the I-864 but no evidence (taxes, paystubs, ... ) to support it? 
 
Anyway, the fix it to file another I-485 /I-131/I765 this time with the appropriate I-864 and supporting documents. Nothing has changed, you're still a spouse of a US citizen. Your entire stay was authorized. As long as there is a pending I-485 for you, you are in a period of authorized stay. 
 
Unfortunately, the mistake has costed you guys more money and time. Fortunately, that's all it is, just money and time. I don't think you're at risk of being deported, as long as you file another I-485 within 30 days. 

No need to freak out, everything is going to be ok. Just to be clear, the I-485 was denied because you did not file the I-864 to go with it? Or you did file the I-864 but no evidence (taxes, paystubs, ... ) to support it? 
 
Anyway, the fix it to file another I-485 /I-131/I765 this time with the appropriate I-864 and supporting documents. Nothing has changed, you're still a spouse of a US citizen. Your entire stay was authorized. As long as there is a pending I-485 for you, you are in a period of authorized stay. 
 
Unfortunately, the mistake has costed you guys more money and time. Fortunately, that's all it is, just money and time. I don't think you're at risk of being deported, as long as you file another I-485 within 30 days. 

Not necessarily. They can approve the I130 at any point in the process. The only requirement is the I-485 cannot be approve before the I-130. The I-485 approval is the green card approval. 

No need to freak out, everything is going to be ok. Just to be clear, the I-485 was denied because you did not file the I-864 to go with it? Or you did file the I-864 but no evidence (taxes, paystubs, ... ) to support it? 
 
Anyway, the fix it to file another I-485 /I-131/I765 this time with the appropriate I-864 and supporting documents. Nothing has changed, you're still a spouse of a US citizen. Your entire stay was authorized. As long as there is a pending I-485 for you, you are in a period of authorized stay. 
 
Unfortunately, the mistake has costed you guys more money and time. Fortunately, that's all it is, just money and time. I don't think you're at risk of being deported, as long as you file another I-485 within 30 days.