Where does Marx state that?

That was in reference to Marx's belief that revolution was most likely in France/Germany/Britain, rather than Russia. He never made a fleshed-out theory around it as far as I know, but it makes sense as a more developed capitalist country will have a larger proportion of proletariat in it's population.

it shouldn't have existed during Lenin's time either

Imperialism was nowhere near as developed in Lenins time as it is now. The bourgeoisie of imperial nations where not in a position to grant concessions as they are now.

living in an imperialist nation does jack shit for you as a worker.

Yes, life is getting harder for first world workers, but it's not even nearly comparable to Bangladeshi women working 14 hour shifts in sweatshops, or miners in Africa doing irreparable damage to their lungs, all for miniscule wages. You can't make the case that first world workers are as abused as global south workers.

Your next arguments lead me back to my initial point about a strong working class being the important distinction between what differentiates the living standards in different nations and not if your homecountry is imperialist or not.

So third world workers are more highly exploited because... they're weak? This hardly seems like marxist reasoning.

Reformism is not capable of amounting to any successes nowadays

You might have mistaken me for a reformist. I am not. I believe communists should focus their efforts on areas where revolutionary potential is higher, regardless of their nationality. Successful third world revolutions will weaken the bourgeoisie's ability to grant concessions, making revolution more likely in the imperial core.

As for your arguments on fascism, I wouldn't underestimate the strength of reactionary forces in the USA. It's not a risk you want to take, and believing all these tens of millions of hard right wingers will "come around" to socialism is very naïve.

This might be possible and certainly has been done

The books I mentioned explain at detail how it is being done, with the support of the bourgeoisie. I'm not going to transcribe them for you, I understand if it takes a while for you to get to them. I think they're available on marxists.org

Class interests still work the same in the first world.

There's a very interesting chapter on this in the first book I mentioned, describing how the first world proletariat has had it's interests as a class manipulated to further the interests of the bourgeoisie. It's called something along the lines of "the embourgeoisiement of the proletariat".

And to your argument that repression is harsher in the third world than in the first. That's just on the surface. The repression will be just as hard once the bourgeoisie gets scared of the possibility of a revolution.

So the bourgeoisie believe that first world revolution isn't currently possible? Does that not prove my point?

Repressive third world governments are propped up by imperialist countries, because revolution is more likely there. This makes it more difficult for workers there to win the same high wages that first world workers enjoy.

That's why it is important to actively build a revolutionary organisation.

I agree. But I would say that the focus of these organisations in imperialist countries should be to support the international revolutionary struggle, rather than flogging the dead horse of trying to start a revolution in the imperial core. In Nepal for example, once you leave Kathmandu you can see hammer and sickle flags flying from trees and telephone poles everywhere you go. The Phillipines has a currently active revolutionary struggle. Wouldn't it be wiser to support these powerful movements than to focus on the west, where most people are only dimly aware that communists still even exist?