So, my fiance and I decided recently to skip the fiance visa and marry in Gibraltar. I currently have plane tickets to come to the UK September with a return in February, marrying in October in Gibraltar.
I had planned to tell the immigration officers that I was there to visit my girlfriend while my country is basically shut down because of Covid19 and leave out the fact that we planned to marry unless explicitly asked. I also will mention (legitimate) plans to explore a couple national parks and a couple historic areas and the holiday in Gibraltar.
Except that would be a lie as your "girlfiend" is really your fiance. And when you leave the UK just a few weeks later, marry in Gibraltar and then arrive at the UK border and ask for entry again, your "girlfriend" will be your wife.
If that works, then what? A few weeks later apply for a spouse visa to come to the UK, or apply for a spouse visa later with the date on that marriage certificate? When you had falsely claimed to the entry officers that you only wanted to be in the UK to visit your "girlfriend"?
Why not just get a fiance visa, which will allow you to stay in the UK after marriage and apply for a spouse visa?
Or
Get a Marriage visitor visa, which would allow you to marry your fiance but you would then have then leave the UK?
Or
Your fiance goes to the US to marry you?
Or
Marry in Gibralter, but you return to the US from there and apply to sponsor your wife to the US?