Hello @Hazel - nice to hear from you again!
First of all, your plans to get married and the Dublin III regulation are not directly related to each other. Dublin III only regulates which country is responsible for your asylum case. BUT: If you get married to a German citizen you will get a residence permit for Germany. Then it’s not necessary to apply for asylum anyway and Dublin III isn’t applicable anymore.
I’m pretty sure that you have to have a legal status (like a residence permit) or a visa (“Visum zur Eheschließung”) in order to get married in Germany. Please keep in mind the answer that I gave to the question you asked here: https://www.wefugees.de/k/questions/2258
Have you tried the procedure that I outlined there? (What was the result? Where there problems with it?) If you want to, you can give us feedback in the other thread about that. It’s always helpful for us to improve our work :)
Maybe we can ask @Marcel and @Steven about their opinion about this?
Concerning your second question:
As you already pointed out Dublin III plays a significant role in your case. It is not possible for you to apply for asylum in Germany because you already registered and applied for it in Denmark. German authorities will just check back with the database and find out that they are not responsible for your case. In the end you will be send back to Denmark.
Concerning your pregnant fiancé:
We had a question about having a child with a German citizen and the implications it has for your legal status in this thread here on the community: https://www.wefugees.de/k/questions/2216
. Amongst other things we talked about acknowledgement of paternity (“Vaterschaftsanerkennung”) which is important to get a residence permit through the child. In this other thread Marcel pointed out that you can already try to do the “Vaterschaftsanerkennung” before the child is born: https://www.wefugees.de/k/questions/1874
. He said that you probably won’t get a residence permit (“Aufenthaltserlaubnis”) right away, but maybe you will get a “Duldung” (which means that you can’t get deported until further notice). But I’m not sure in how far your status of being an asylum seeker in Denmark is of importance in this case.