We have slept together and both thought it was OK because we loved each other, but now I see that is false, and he has supported me in the decision not to sleep together anymore.
Seems like a non-problem to me. You did what you felt was right at the time you did it. Now you don't feel it's right, so you're not doing it. He's supporting that. Where's the problem?
I am worried that he is not as deep a Christian as I have become, and I worry that his faith, though genuine, is not a central focus in his life.
There are two ways to look at that situation. One is to say you should go off and find somebody else who's Christian faith is the central focus of their life. The other is to say you have an opportunity to encourage him to make his faith the central focus of his life. The determining factor in which school of thought you should take is whether or not you love him and want to be with him.
On another note, I am also wondering if our sexual relationship before marriage will spoil our marriage or means we do not truly respect each other, or whether it means that we should marry directly because of our sins.
Having had pre-marital sex isn't going to spoil your marriage, but sweating it might. I think you might be placing far too much weight on sexual sin. From a Christian theological perspective, sin is sin. There aren't degrees. You're no more a sinner for having had sex before marriage than you are for anything else you've done or said or thought. The whole point of grace and forgiveness is moving forward having been made righteous in the eyes of God. Don't let the sins of your past make you anxious in the present. You have a different outlook now, and a relationship is what you make it.