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Praise be to Allah.
Firstly:
We praise Allah for having blessed you with repentance and turning away from that haraam action, and we ask Him to accept your repentance from you and to make you steadfast in adhering to guidance and the straight path.
You should know that the prohibition on zina, and the prohibition on such illegitimate relationships, has to do with the rights of Allah, may He be exalted, and it does not have to do with the rights of people. It makes no difference whether the woman with whom zina is committed is a Muslim or a kaafir, and it makes no difference whether she agreed to that or even wanted it, or whether she was forced into it. All of it is zina on the part of the one who does it and is haraam to him, even though some kinds of haraam actions are more forbidden than others, and zina with some women is worse than with others. But this is another matter which is not what we are talking about here.
Beware of the way the Shaytaan deceives many Muslims and makes them take lightly the matter of sinful relationships and even makes them fall into zina and sins that cause a person’s doom, and they think that if the woman is a kaafir, zina with her is less serious, and they may not think that it is haraam zina.
Secondly:
This money that you got comes under the heading of consuming people's wealth unlawfully. You did not have the right to travel to see her in the first place, and if you had travelled you would not have any right to get any money from her in return for your travel expenses. If you incurred some material loss as a result of your travelling, or of not travelling in this case, she is not responsible for any of that at all and it is not permissible for you to take material compensation for what you lost.
What you have to do is return to her the money that she sent to you, and explain to her that it is not permissible for you according to your religion, and that the relationship that existed between you is also a haraam relationship according to our religion. And you should explain to her the meaning of repentance from haraam relationships with women.
Thirdly:
If this woman actually enters Islam willingly and it becomes apparent to you that her case is genuine, then there is nothing wrong with you marrying her, although we advise you to close the door to any attachment to her and avoid waiting in the hope that she becomes Muslim or becomes interested in you. You will find among the chaste Muslim women that are permissible for you to marry that which will leave you with no need for that, and will keep you chaste and protect you from haraam.
And Allah is the one who blesses and honours those whom He loves and is pleased with.
And Allah knows best.
See also the answer to question number 103543.