Hi Jizza,
From my experience of travelling through Heathrow/Gatwick, the only time the passport is checked is at the airline check-in desk to establish whether the person travelling has a valid visa to travel to the destination country (which in your fiancee's case, assuming that she has a valid Brazilian passport, she can then freely travel to her 'home country').
However, i have read in other posts within this forum that from time to time, immigration do check passports on departure (it's never happened to me personally) - but even if they do, given that your fiancee is leaving the country, there's not a lot they can do, as immigration authorities are more interested in stopping people coming in to the country illegally rather than stopping those who are leaving voluntarily!)
As for your 2nd point, i.e. whether to tell the ECO in Brazil that you met her in Brazil, that's a decision that you need to take. But may I just point out that the ECO's are trained to identify when people are lying. As part of the interview, both your fiancee and you will first be interviewed separately and then together, and any discrepancies between your individual answers would immediately raise suspicion - for example, if you say you met her on holiday, then why did you marry so quickly? Is it a marriage of convenience for her to get entry to the UK? Also, is there any way they could do checks on your fiancee on UK databases such as the Inland Revenue, Council Tax, DVLA etc? Rarely do they do that, but are you really willing to run the risk of being proved a liar and harming her case even further? I know lying in situations like this very very tempting, but sometimes honesty is the best policy, but then again, majority of immigration officers are not human , so honesty could also lead to the worse - unfortunately I'm not a trained immigration adviser, so I can't suggest what you should do.
By the sound of your other post, your fiancee is also commiting a pretty serious 'crime' by possesing a false identity, so whatever you do mate, please get this sorted sooner rather than later. The key thing should be the fact that (assuming!) you two love each other and want to spend the rest of your life as husband and wife, and as the wife of a EU citizen (i.e. you), your wife should be able to settle in the UK - that's what your solictitor needs to try and prove, so the less the lies, the better (no harm bending the truth slightly tho!). Any more questions, feel free to ask.
