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.
There is nothing in Islam that prevents a Muslim from marrying in conditions such as those you mentioned. The Companions, may Allah be pleased with them, got married while they were in Makkah before the Emigration while they were faced with harm and persecution to the extent that they were forced to migrate to Abyssinia.
‘Uthmaan, may Allah be pleased with him, married Ruqayyah, the daughter of the Prophet and she migrated with him to Abyssinia.
However, although this matter is permissible in principle, it could be better sometimes, in some cases, to not get married, especially with the women of the People of the Book, and if a person has to get married, then he should get married to a Muslim woman and avoid having children with her so that he would not subject his children to the causes of corruption, as mentioned by the scholars of Fiqh when talking about marriage in the land of war.
We presume that the matter in the country which you mentioned has not reached this extent. In any case, it is more appropriate for a Muslim to reside in a Muslim country where he can live without any harm and not remain in a non-Muslim country except for a necessity or a need.
For more benefit, please refer to fatwa 86405.
Allah knows best.