Should I return the money sent to me by the non-Muslim girl after the trip to visit her was cancelled, knowing that she was the cause of the financial loss? And is it permissible to marry her if she converts to Islam?

All praise is due to Allah. We praise Allah for bestowing upon you repentance from adultery (zina), which is forbidden as a right of Allah Almighty. There is no difference whether the woman involved in adultery was Muslim or disbeliever, or willing or unwilling. The money you obtained is from consuming people's wealth by false means, and you must return it to her. You should also explain the unlawfulness of that in your religion, and the unlawfulness of the relationship that existed between you two. If this woman embraces Islam and you see her condition improve, there is no objection for you to marry her.