If Celene is smart she would marry Gaspard to prevent a civil war and declare a treaty for the elves to occupy the Emerald Graves, The Arbor Wilds, and half of The Dales. Get all elves out of human cities so the elves have a sovereign nation to keep the peace between two peoples. If she only done that there would be no rebellion and no civil war, but she want to wield power for herself and want to keep the elves 2nd class citizens and will punish them for defying human rule.
Did you even read Masked Empire?
Celene briefly considered accepting when he proposed if only to prevent a Civil War, but decided against it because she realised that if any "accident" were to happen to her, being royal consort would give Gaspard even more of case with which to claim the throne.
When she turns him down, he immediately tried to assassinate her. When he was thwarted and realised that he couldn't risk doing so again openly, he instead decided to embark on a campaign to usurp the throne.
Does that kind of behaviour speak well of Gaspard's intentions or the lengths he might go to in order to become Emperor, that would prevent him from murdering Celene even if the two of them had married to form a political union?
Furthermore, the intentions you speak of regarding Elves are what Gaspard would do in power, since we see the novel him repeatedly refers to Elves as "Rabbits" and seem to consider the hunting down and eradication of the Dalish as one of the Orlesian national pastimes.
Celene is trying to get equality for the Elves so they aren't second class citizens anymore, including trying to desegregate certain institutions like the Universities so that they will allow Elves to study there.
The reason Celene burned the Alienage was because her hand was forced. Gaspard would have used any inaction to gain more support for his side in the conflict, claiming it proved she was unfit to rule and was seduced by her Elven lover into giving Elves preferential treatment. Thus Celene reluctantly ordered the Alienage burned to demonstrate to the other nobles that no-one was above the law, nor did she tolerate rebellion from any quarter, whether it be human or elf, commoner or noble.