Okay, then what you need to do is:
1) Put all the credit-card transaction pages on the secure site. Or make site1 secure during the checkout process. This would be consistent with other e-commerce sites. It _think_ if site1 is also secure, the browser will not issue a warning.
2) As soon as the credit-card information is collected on site2, you display another page _also_ on site2. This page says to the user that their credit card information has been saved in a secure manner and they will now be sent back to site1 to complete their order, and they may see a message saying they are being directed to an insecure site, but that's okay because the credit-card information is already saved, etc., however you want to say it. And then, they have to press a button to go back - otherwise, they might not read the message. (Or you could put it on a timer and redirect after 15 seconds or whatever.)
In other words, you have to work around this problem, because you _cannot_ make that browser warning go away!
(Old dog learning new tricks...)