In Saudi Arabia, in Afghanistan or Pakistan you wouldn't be breaking any laws, nor as am almost sure in San Francisco, but anywhere else in the country am afraid that you are.. Even Mormons in Utah or Nevada don't do this sort of thing anymore (at least not in the open...)
To get a meaningful answer about the legal ramifications of... this "arrangement" you may want to repost this question in the family law section. Let's hope also attorneys from Utah will respond..
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The state will recognize only one marriage to her. Your marriage is void as polygamy. If you give birth to his child you can claim him as father and later seek child support in a paternity suit, but not as husband and wife.
Your religion and ethnicity will be accepted by many in Santa Fe, but your threesome less so. I doubt you will run into legal problems but you probably should not reveal these marriages to others. You can simply say you three are housemates. And as for your child, the parents are not legally married. There is no need for others to know more than that.
This entire set up would be a recipe for disaster.
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