The reason you may not be able to find details of the marriage in the GROS records is because of the difference in Scots Law. There was, and still exists (although the Scottish Parliament is currently considering its dissolution), a type of marriage in Scots Law known as Marriage by Cohabitation with Habit and Repute. In essence, this meant that having lived together for a period of time - usually a minimum period of 12 months - and both parties having consented to do so, could consider themselves legally married without any formal ceremony or official record, the so called common-law marriage. This is not replicated in English Law and, perhaps because they were then living in England and to put the matter beyond doubt in the eyes of their neighbours, your relatives then went through either a formal religious or civil ceremony which was the more recognised form of marriage in England.
