Only God can fill the empty place in our hearts, for He made us, and only He knows our deepest needs. And (as you have discovered) Christ fills that empty place when we turn in faith to Him. Jesus' promise is true: "Seek and you will find; knock and the door will be opened to you" (Matthew 7:7).
Now that you have given your life to Jesus Christ, you should have only one goal in life: to please Him by doing His will. And what is God's will for you in this situation? His Word, the Bible, makes it very clear that this kind of relationship is not honoring to Him and does not please Him.
I pray, therefore, that you will have to courage to do what is right and end this relationship. No, it may not be easy—and Satan will do everything he can to hold you back. But let the psalmist's prayer be yours: "Strengthen me according to your word" (Psalm 119:28).
Never forget that God loves you, and that's why you can trust the future into His hands. He knows all about you, and He knows what is best for you. Trust Him to lead you to the husband of His choice—someone who loves Christ and will be a source of spiritual strength for you.