All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.
If this woman is religiously committed and has a good moral character, then your parents or others should not have prevented you from marrying her merely because she is from another country as this is not an impediment that prevents you from marrying her.
You did well by trying to convince them. The basic principle is that you should not marry without the consent of your parents because obeying them is a religious obligation, whereas your marriage to this woman is not obligatory on you. However, if the situation is as you mentioned in the question, i.e. you married her out of your fear to fall into temptation, then there is no blame on you for that because obedience to one’s parents is required only in what is good and permissible. This does not apply to obeying them in what may lead to disobeying Allah, The Exalted.
You should choose a suitable time to inform them of this matter, and you may seek the help of someone whom they hold in high regard to do this on your behalf. If they get angry with you, you should strive to gain their pleasure and supplicate Allah, The Exalted, diligently to make this easy for you.
For more benefit on the limits of obedience to parents, please refer to Fataawa 271255 and 123554.
Allah Knows best.