if A person is illegal and they have not started...

If you are expat inn Bahrain and violated the residence and want to marry with USA citizen, then due to to the violation you can't apply the marriage procedures in Bahrain and you will not be able to get marriage documents. However, the girl that you want to marry can send you an invitation then you can review the embassy and apply to get visa then immigrate. Also, you can take other solutions such as send authorization to any person resides where the wife resides and he will handle the procedures of marriage, then the wife send reunion request to you to move there.