As long as you are married your are in statuts. Once the divorce is final you cease to be a dependent of an E-2 visa holder and hence your status is no longer valid. You need to make arrangements to change to another status if possible. You should consult with a qualified immigration attorney.
There are some immigration regulations that say if you are not living with your spouse that such marriage may not be deemed bona fide for immigration purposes. If USCIS makes such a determination, they could argue that you are not eligible for dependent visa benefits which include work authorization. You should be mindful that such interpretation maybe too narrow but I have seen USCIS make strange allegations in the past. Just know that such regulations exist. Most attorneys will tell you that you are eligible for visa benefits as a dependent so long as you remain married. Obviously if you and your wife agree that you will not divorce and that you both do not have a life together as a man and wife and that the marriage is but a vehicle to afford you immigration benefits, then such scenario is problematic. I would consult with experienced immigration counsel.
Gus M. Shihab, Esq.
The Law Firm of
SHIHAB & ASSOCIATES, CO., LPA