Is the husband considered sinful for his wife not wearing the hijab in a non-Muslim country where it is difficult to do so? And is he obligated to divorce her in this case, especially since she embraced Islam through him, left her job, and he is striving to bring her to a Muslim country?

You must emigrate with your wife to a Muslim country where she can feel safe regarding herself and her religion. You must strive to obtain a marriage permit to bring her to your country. The hijab is an obligation that may not be abandoned except in cases of extreme necessity that lead to harm to one's self or limb, or the cutting off of livelihood. Necessity is assessed by its extent. People's ridicule is not a justification for abandoning the hijab. Your wife must be patient until emigration becomes easy, and you are not obligated to divorce her as long as you fear Allah to the best of your ability.