All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.
If the matter is as you mentioned in the question, that your husband divorced you before he consummated the marriage with you, then this is an irrevocable divorce, and after this, your husband does not have the control of taking you back or divorcing you [as you are not obliged to observe a waiting period after he divorced you, rather you may remarry another man the second day after he divorced you]. Therefore, you became a stranger to him now and saying that you want to ask him to divorce you a complete divorce has no meaning. For more benefit, please refer to Fatwa 86385.
As regards his will to marry you again, then you should not refuse from the beginning, rather you should investigate the matter and ask the people who know him so that it would become clear to you whether or not he is a suitable man for you as a husband, with regards to his religion and good moral conduct, and whether he is sincerely willing to marry you; in such case, you should not refuse.
Furthermore, his wish to migrate to the country where you are residing is not a hindrance for accepting him as a husband if he is as we mentioned. However, it is very important to perform the Istikhaarah prayer and seek the advice of other people about him. For more benefit, please refer to Fatwa 81434.
With regard to migrating and residing in a non-Muslim country, there are many religious disadvantages in it; therefore, it is not permissible for a Muslim to resort to this migration unless he is in a dire need, especially in the case of a woman as she may be more exposed to reasons of affliction there. Hence, how can she put the matter of residing in a non-Muslim country in priority over the benefit of marrying which is a means for her chastity? For more benefit, please refer to Fatwa 84777.
Finally, the two following matters should be mentioned:
1- Once a marriage contract is conducted with a woman, she becomes the wife of that man and she is obliged to obey him in what is permissible. Therefore, you should have obeyed him and returned to your country if there are no religious impediments in doing so.
2- It is not permissible for a woman to ask for divorce except if she has a valid reason.
Allaah Knows best.