if she is illegally staying she will be caught , all migrants are not illegal, The same time it will be difficult to prove that she is illegal.
if she files a complaint, just prove that she was working in the bar and it was a paid sex, this will help you to get bail. Her photographs of being together can create problem , as if it is a paid sex a lady who is a sex worker will not film it , as for a girl involved, there is no sense in photographing it. But if she has the intention to extort and bring trouble yes this can trouble you in terms of a promised marriage and consensual sex on the promise to marry.
Legality of the matter will depend on what complaint she files, based on the charges you need to put up your defense.
if you apprehend an FIR it is better to try for an anticipatory bail.