1) I don't know where you get that Nesiara is a "haughty snob". She's extremely grateful to the City Elf player for rescuing her from Vaughan. The only reason she might be a little stand-offish is if you insulted her.
Nah, compared to Nelaros, she was pretty witchy... (and ugly, too, without mods.)
2) She does not "reject" the Warden. The PC has been conscripted by Duncan and is being hauled off to Ostagar. He's only given you enough time to say a few final goodbyes.
But act affectionate towards the snotty little wench and she says, as I quoted, "Wardens can't have wives or families" as her reasoning for dumping you. That's clearly a lie.
3) The Grey Warden code does not prohibit marriage but members of the Order are generally expected to spend the rest of their (shortened) lifespan fighting the darkspawn down in the Deep Roads and watching for signs of another Blight. You don't ever stop being a Warden; even if you ran away and hid like Anders, eventually the taint will catch up to you. Yes, Jory had a wife, but he was married before he was recruited. That was the case for all of the other Wardens that Alistair mentions — they were married before they were recruited.
No, you never stop being a Warden, I didn't say otherwise, but that doesn't mean you can't still have your own private life. You're tainted forever, but that doesn't mean they can force you to actually stay with them forever - you can say "to hail with this!" and leave any old time you want. Anders did, and so did pretty much everyone that the PC recruited in Awakening (go figure, they were all losers to begin with). Wardens have a lot casual sex anywhere and anytime they please, so naturally they can also get married, and have kids if that, by chance, does happen. No one can force them to do otherwise, they're all adults.
4) There is no real reason for Nesiara to remain at the Denerim Alienage once the Warden leaves and ESPECIALLY when he is believed to be dead after the disaster at Ostagar. After Arl Howe leads a purge of the Alienage, it becomes an even worse place to live, as many of the Denerim elves were killed. Under those circumstances, is it really so unreasonable for her to want to return to her family in Highever?
Where was it said that the Warden was believed to be dead? Maybe for a short while after Ostagar's epic fail, but he travels around and talks to people so word of his survival gets out pretty fast. And in addition, we never hear anything from her again, and we never even see Highever in the game. They wasted yet another perfectly good plot.
5) The wedding didn't go ahead because of Vaughan's interference and the Warden's recruitment into the Grey Wardens. Otherwise, Nesiara's family fulfilled their end of the contract. I don't think they would be in legal trouble even in modern times.
Er, no, they didn't. They hauled her back to the mysterious, never seen Highever forever, presumably to get married to some other dude. The wedding DID NOT happen - the reason for it not happening is irrelevant. No marriage, they don't get to keep the money. The union didn't happen, so therefore the dowry still belonged to the PC's family and should have returned to Cyrion. That's absolutely wrong.