Hello, and welcome to Psych Central!
I can understand the humiliation of breaking up a relationship. You will have to decide what would be best. However, to my way of thinking, you and she would have a miserable marriage.
Is she really still insisting that she wants to marry you? It doesn't sound like it. I honestly doubt that she will change. I am not convinced that she will be all that hurt if you break up with her. As you say, it might cause some embarrassment, but I think that's better than a terrible marriage.
I also don't think you need to feel guilty about what is happening. You sound like you have done the best you could to get along with her.
Of course, it's your choice. And I am from the United States, so my experiences and beliefs color what I say.