Is the husband sinful if he lives with his Christian wife while she adheres to her religion, given his fear of his daughter converting to Christianity should he divorce her and she return to her mother's country?

If you marry a woman of the People of the Book, it is best to keep her and try to invite her to Islam. Keeping your wife will keep your daughter close to you, whereas divorcing her might deprive you of her custody due to unjust laws. Preserving your daughter is an obligation, and whatever is necessary to fulfill an obligation is itself an obligation.