That is only partially true.
While there is no inadmissibility waiver available for the Fiancée classification, what your fiancé could do, is marry you in Colombia, then file an immigrant visa petition on your behalf, with an "extreme hardship" waiver . No easy task. His "amor" better be very big..
Your BF needs to consult with both a criminal defense lawyer to take care of his DUI, if did not comply with the terms of his probation, and most importantly both of you need to consult with an experienced immigration lawyer to examine BF's immigration history and explain the process of legalizing him. It is not going to be easy or "cheap", and you certainly cannot obtain the answers and legal help you need in a free general forum such as this.
If he has no status to be or remain in the US, he will be referred to ICE which will place a "hold" on him and take him to an immigration detention center, where he will be processed to be removed from the U.S.
You will need to hire him BOTH a good criminal defense attorney, as well as a skilled immigration counsel to visit him at the detention center, analyze his immigration history and see if he has any relief available from deportation & coming free under bond.
A tough one.. Your son and daughter will have to disclose they have an LPR mother living in the US. Based on that alone, their chances of being issued visitor's visas are very slim.. unless, of course, they come overcome the "immigrant intent" of INA section 214(b) by demonstrating "substantial ties" to their country (e.g. fantastic job to which they intend to return = letter from employer; real estate property(ies); living the kids behind for the visit, and etc.
A letter of "invitation" by...
Since you are no longer married to (and living with) the USC through whom you obtained your GC, you must file under the 5 year rule, for which you already qualify. You are allowed to file 3 months prior to your 5 years since GC's validity date.
Fr parents of a USC it's "immediate priority" , can apply right away. For your 11 year old sister, however, it's another story altogether. A siblings petition can take anywhere between 10-14 years from the time of petitioning, under current law.
If your parents are in the US, then can immediately file for adjustment of status with USCIS. Will get EOIR green cards within 4-5 months.
If there are abroad, you will then need to file with USCIS first, then will have to deal with the...
Once you become a US citizen and petition , 14-18 months from start to finish, not including "AP" security name checks, if triggered. Can start now as an LPR and once you become a citizen "upgrade" the petition to "immediate relative". Will take an awfully long time either way, sorry.