Welcome to the forum Marc.
Have you contacted the Lao Embassy in UK for advice.
Have your UK marriage certificate translated into Lao by an official translator. The Embassy should have a list of such translators.
I would suggest a marriage in Laos to make things official. This would give you the official marriage certificate which can be translated into English.
But if you are planning to live full time in UK, then the threats are nothing to worry about.
Let us know how you get on as this may assist others.