Being a Hindu, I can’t say much about a Sunni-Shia marriage, but a lot of my friends are in marriages where their own belief is different from their spouse’s (I use belief to not mean religion, but rather a sect within the same religion). It takes a lot of flexibility and understanding to respect the fact that your SO does things differently. The marriages that thrive combine both beliefs - it’s a give and take. Problems arise when one person refuses to budge from their way of thinking.
Ask yourself if any of his beliefs are really bad or just different from yours? Is there a way you can combine Sunni and Shia customs in your lives and respect both?
If you staunchly feel that you can’t accept his beliefs, it’s best to walk out This can turn into an ugly problem later on.