| Sorry, you chose the other woman.
When doing the quest, at the end, you can choose to marry the 'poor' woman or Lady Grey. If you choose one, the other is forever unavailable.
I think the game has already reacted as if that person has a wedding ring, so what you need to do is get them to follow you to the house in Bowerstone South, and once there (provided it is yours) everything should work. |