coxty

I am a Nigerian by birth and that is the current citizenship I hold. I came to Ukraine to study and I am currently in Ukraine but done with studies but planning to have my MSc in the USA. I want to file for Student visa but I currently have a Ukrainian Girlfriend who is 4 months pregnant and planning to get married but we don't know what steps to take. I don't have Ukrainian Permanent residency. 1. Do I just file for the F-1 Visa alone as single (marital status) and after I get the visa, get married to her here then go to the States and from there file for F-2 or K-1 for her to come. 2. Do I get married here now but file for F-1 visa alone now as married (marital status) and later ask my wife to file for F-2 later. 3. Do I get married now, file for F-1 and F-2 visas together now? I am at cross-roads now because I need to know which option is best for me due to the fact that I am not Ukrainian but my wife is and I need to know what option is best in our case to increase the chances of being issued the visa because it is important before I request for the I-20. Finally, which embassy do I apply at? American embassy in Nigeria or American embassy in Ukraine? Because I dont have Ukrainian Permanent residency yet but I have a landed property in Ukraine and also planning to get married to a Ukraine girl. I will appreciate an answer. Thanks.