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Softylips Here's another fleeting thought: if the guy is from Egypt, and you just met him, AND he's pushing to take it to the next level, then he may be trying to use you to escape his life in Egypt. Not that you're not all that, and then some, but...
Ceremony, as in civil and not religious ceremony, where you don't declare a religion. Malaysia is a marriage destination, and you can get married there without declaring a religion (I witnessed one. I didn't think this applies to foreigners only, but even if that's the case, the guy is a foreigner).
Bottom line: if you choose a religious ceremony, for one of the main religions (Christianity, Islam, Judaism, Hinduism, etc.), than both parties must accept that religion, at a minimum for the purposes of the ceremony. This is not unique to Islam. The issue with Islam,in your country, is that you may not be able to uncovert.