You may engage in a search of records available in a search through an agency or investigator, to insure that you find evidence of the marriage if he married away from his home county, etc.
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My response is for educational purposes and does not constitute legal advice nor creates an attorney client relationship which requires all the details and a personal conference.
You can search the marriage licenses in the County Clerk's Office in the county where you suspect he was married. Informally, you can do searches on Facebook, etc. as many times people list their marital status online.
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Since this is a demand by your Church, this is not a legal matter. This is a matter for their rules and procedures. Normally I would refer you back to the church to ask what proof is sufficient for their needs.
I agree with my colleagues that you should be able to obtain information relevant to his marriage in the county in which he was remarried. The marriage license may normally be obtained in NYC through the office of Vital Records.
This does not constitute legal advice or the engagement of my services as an attorney.