If your husband's divorced is not finalized when marrying you, then you cannot be sponsored. That's even worse than having him not mentioning the previous marriages. You guys shouldn't have rushed the marriage to file the PR paperwork, instead you should've waited for the divorce to be final, then get married, then file the PR paperwork. Now you're just making it even worse for yourselves.
Maybe other senior members here can say if it's possible to withdraw the application, finalize the divorce, and then "re-marry" somehow, don't know if that will help.