Is a man sinful for telling his first wife that he divorced his second wife, when he did not, in order to avoid her asking for a divorce? And is he sinful for delaying conception with his second wife for fear of divorce and raising children outside the abode of Islam?

There is no harm in a husband lying to his wife to mend their relationship. This is the view of the four Imams, though the Malikis consider it disliked. Therefore, there is no sin in him informing his first wife that he divorced the second, but it is preferable to use allusions (ma'areedh). He should convince her that Allah has permitted polygyny by His saying: (then marry such women as seem good to you, two, three, or four) [An-Nisa:3], while emphasizing the condition of justice, as Allah Almighty says: (But if you fear that you will not be just, then [marry only] one) [An-Nisa:3]. As for delaying procreation until the relationship becomes clear, there is no harm in that.