Nice : ) hope is goes well on your application..did you try applying for TRV before and got refused? Do i really need to get refused first before we apply for the sponsorship? Can you tell me what proof did you prepare:

We are thinking to do this way because it is very hard to get a work permit

and apply trhough the express entry
Yes, I have applied for TRV and got denied (thus, one of the reasons / barriers that qualified us under conjugal partner). Proof of Relationship(i.e. photos, plane tickets, gifts, hotel reservations under our names, receipts(movie tickets, food, purchased items),bank statements and other proof of financial supports, call logs, messages, annulment case docs, written statements from people who has knowledge about our relationship.
For screenshot of messages and any other docs, if it is not in english or french, it needs to be translated by an authorized translator and notarized. and make sure to submit more than what they require, especially on our case that we are under conjugal partner app. Our application alone was about 400+ pages, so print and scan everything that has both your names. Goodluck!
PS. also make sure you are your partner's beneficiary, scan/print those docs as well.