May I ask what console commands did you use to marry him?
Sure. First I made sure to never tell Malborn the Khajiit assassin was dead, so that he wouldn't leave for Morrowind. Then I put on an amulet of mara, opened the console, clicked on Malborn, typed
setrelationshiprank player 4
addtofaction 19809 1
After the marriage, he walked from the Temple of Mara back to the tavern in Windhelm though, and I haven't yet figured out how to remove him from that faction so that he'll come to my house. I tried using console commands to make him a follower, but he still wouldn't leave the tavern. But he does say all the cute marriage lines like "Hello my love." and he gives homecooked meals and a store profit.