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.
Imagining that a Muslim man and a Muslim woman live in a place where there are no other Muslims is a strange and rare thing that should be avoided. In fact, the Salaf (rightly guided predecessors) used to dislike answering questions about things that have not yet happened. For instance, Ibn ‘Umar said: “Do not ask about what has not yet occurred. I heard ‘Umar, may Allah be pleased with him, cursing the person who asks about things that have not yet happened.” In addition, it is reported that ‘Umar said: “It is restrained for you to ask about what has not happened. Indeed, there is enough occupation for you in that which has already occurred!” It is reported that Zayd Ibn Thaabit used to say, when asked about something: “Has it already happened. If the answer is "no"; he used to say: "Leave it until it happens.”
On the other hand, it was more appropriate for the Muslim man who lives in a country where there is only one Muslim woman with him to ask himself about the ruling of staying in that country where there are no people to perform the funeral prayer on him/her if they die or bury them according to Islam.
Anyway, any marriage has to fulfill the following conditions: Two Muslim witnesses (non-Muslim testimony is rejected in marriage), and the existence of a Wali (guardian for the woman) who must be Muslim as well. Allah Says (what means): {And never will Allah grant to the disbelievers a way (to triumph) over the believers.} [Quran 4: 141]
So, if a Muslim man and Muslim woman find themselves in a non-Muslim country and would like to marry, they must do the contract in the presence of two Muslim witnesses. So, they have to travel to a place where they can find a Muslim community that can make their marriage public and can serve as Wali for the woman. But the husband can himself become the Wali of the woman if she appoints him and provided she does not have a Wali.
For more benefit on the dislike ability of asking hypothetical questions, please refer to Fatwa 360034.
Allah knows best.