This really is a dilemma. Your wife's father won't be able to claim her as a dependent if you file a joint return together unless you only file a joint return to get all of your withholding refunded to you. If you file separate returns, that won't work either if there would be a tax liability for either spouse on separate returns. If you are married at the end of 2018, you can only file as Married, Joint or Married. Separate.
I'd advise you to come clean before the wedding.
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