God never leads us to do anything that clearly contradicts what He has taught us in His Word, the Bible. God doesn't change His mind; He doesn't tell us one thing in His Word, and then turn around and lead us to do the direct opposite.
And the Bible is very clear on this point: Breaking our marriage vow is wrong. Jesus said concerning marriage, "Therefore what God has joined together, let man not separate" (Matthew 19:6). God gave marriage to us, and when a husband and wife marry they make a vow to be faithful to each other as long as they both will live. They don't make this vow only to each other, or even to those who are witnessing their marriage, but also to God.
Pray for your son, and urge him to face the fact that what he is doing is not God's will. No matter how strongly he feels about this relationship, or how good it seems to him, he must not deceive himself by saying God has led him for He hasn't. The Bible warns of such people, "Their heart is deceitful, and now they must bear their guilt" (Hosea 10:2).
Most of all, urge your son to yield his life to Christ. Right now, he is living for himself, and in spite of his words, he isn't honestly seeking God's will for his life. But God still loves him, and He still can forgive the past and set your son's feet on the right path in the future.