Divorce records are public domain - u can get a copy - possibly they were not married in a church - so they considered they weren't really married. But since the priest said what he did to your grandmother, it rather sounds like they were - and of course they would not have recognized the divorce then. Or maybe he married this woman in another church - not Catholic - which would make it an "unholy" marriage. Check the city records for a marriage date too - then track the priest or minister back to a church thru Directory records. If you do not find a divorce or annulment in St. Louis records, I would find out where this woman was from, if you can. Maybe she got one there. And wouldn't it be interesting to talk to her family and get their side of the story??