Hello lost soul and welcome to our community!
I wouldn't recommend to go to another EU country because (as you said) they will most likely say that it is a 2nd or 3rd application. Instead you should try to get legal support since your application in Germany was in fact the first one and therefore entitles you to have a proper asylum process. May I ask where you live so that we can do some research about organisations etc. that might help you?
Concerning your plans for marriage: As far as I can see having a valid pass is essential in order to marry. But as you already pointed out: It's risky to hand it in since your deportation could happen anytime. I will link another question that circles around a similar topic. The information provided there might be of interest for you too: https://www.wefugees.de/k/questions/2158
If you have further questions feel free to ask the community!