Should a Muslim marry while he is not in his own country, or should he wait until he returns and then marry? And is the prostration of forgetfulness (sujud al-sahw) valid after forgetting to sit following the two rak'ahs of shaf' (even-numbered)?

Initiating marriage is desirable for the preservation of one's religion. The matter varies depending on individuals and customs, so one must consider the person's situation and the customs of their country.

As for Witr, your prayer is valid, and your prostration of forgetfulness (Sujud al-Sahw) is appropriate because you omitted the sitting after the two rak'ahs and the tashahhud. If a worshipper stands for a third rak'ah in a night prayer out of forgetfulness, and does not return, their prayer becomes invalid. Witr prayer is an exception to this rule: if a worshipper forgets and stands for a third rak'ah without performing the taslim (salutation), they may complete the third rak'ah, as it is permissible to exceed two rak'ahs in Witr.