Unclear.
It seems that even historians are debating this.
That said, Huffington Post asked some experts what they thought and
got some conflicting answers. Nancy F. Cott, Jonathan Trumbull
Research Professor of American History at Harvard University, told the
outlet that Sansa and Tyrion were no longer married due to a lack of
consummation. However, Ruth Mazo Karras, Lecky Professor of History at
Trinity College Dublin, had a conflicting answer.
"Consummation was not necessary for a marriage," Karras said. "As long
as both parties are of age, not too closely related to each other and
all other things that would make it a valid marriage, once they have
said their vows, they are married and they stay married. Even if they
separated, they wouldn't be able to marry anybody else."
Are Sansa & Tyrion Still Married? - Bustle
Littlefinger seems to assume that the marriage is no longer valid/never was.
Furthermore, the professor went on to say that she believed Ramsay and Sansa's marriage was invalid and adulterous and that she and the Bolton son were never fully married. That said, it seems like Littlefinger had a different interpretation, since he handed Sansa over to the Boltons back in Season 5 with the assurance that the Stark was still a virgin.
Are Sansa & Tyrion Still Married? - Bustle
So, as far as we know, there is no easy answer.