Lastly, why is it that they still asking for the divorced paper and the first marriage certificate of my husband? I just can't understand why is this happening.
Sounds very strange and I bet you in another Province they will not bother you with all that.
You and your husband need to explain to them that in the country where he got divorced they retain the original marriage certificate.
It sounds almost absurd that they demand a document that has been annulled.
A divorce certificate is the only document that proves a person having been married in the past.
They will ask for originals because it's too expensive for them to verify foreign documents.
It is also possible to apply with a written document giving reason why you can not produce the original documents.
The onus is on your husband- he has to make things happen!
If you are in this together for genuine reasons you will need guts made out of steel.
All the best to you.