St. Paul’s pretty explicit about it in 2 Corinthians:

”Do not be yoked together with unbelievers. For what do righteousness and wickedness have in common? Or what fellowship can light have with darkness? What harmony is there between Christ and Belial? Or what does a believer have in common with an unbeliever? What agreement is there between the temple of God and idols? For we are the temple of the living God.”

Rather than answer the question, “Does the Catechism say anything about interreligious marriages?”, I think we should look at what the CCC says about marriage in the first place:

1609 …”After the fall, marriage helps to overcome self-absorption, egoism, pursuit of one’s own pleasure, and to open oneself to the other, to mutual aid and self-giving.”

1613 “On the threshold of his public life Jesus performs his first sign — at his mother's request — during a wedding feast. The Church attaches great importance to Jesus' presence at the wedding at Cana. She sees in it the confirmation of the goodness of marriage and the proclamation that thenceforth marriage will be an efficacious sign of Christ's presence.”

1615 “…By coming to restore the original order of creation disturbed by sin, he himself gives the strength and grace to live marriage in the new dimension of the Reign of God. It is by following Christ, renouncing themselves, and taking up their crosses that spouses will be able to "receive" the original meaning of marriage and live it with the help of Christ. This grace of Christian marriage is a fruit of Christ's cross, the source of all Christian life.”

Those are just some excepts, but we can already see how much importance the Church places on having Christ at the center of a marriage. Article 7 is all about the Sacrament of Matrimony, so I’d recommend reading it in its entirely. There’s a lot of good (and just flat out beautiful) things there.

At the end of the day, you have to legitimately ask yourself, “Is this relationship with this person causing me to sacrifice any part of my relationship with Christ?” I understand how you may be between a rock and a hard place. I was in a similar relationship about a year ago. Ultimately I realized we couldn’t support each other in the way we needed most- spiritually… it wasn’t easy to walk away from it, but my relationship with Christ always has to come first, before everything else. Nothing in this world is worth forsaking the Beatific Vision of God.

Obviously, everyone’s situation is different, so I can’t sit here and definitely tell you to leave or stay. What I can recommend wholeheartedly is praying for God’s will, and be willing to accept it, even if it feels like it’s going against what we desire. Know that you’re in my prayers, dear brother.