you just need to read more info about K-1 and K-3 visas. there are specific requirements for each of them. based on info you provided, you might do it either way.
Fiancé visa required at least 1 personal visit within 2 years, but also if you could prove that it would be impossible because of the religious beliefs, you would be fine.
Otherwise Spouse visa make some more sense (in my not professional opinion only), because of your religion and it gives you more “space” with immigration process.