First thing that anyone would need to know is why are you on a OSUP? Depending on your violation, you can never adjust your status. Second problem, you are on a OSUP and have a unexecuted removal order. You're going to need to leave the Country before anything waivers can be applied for. To get married or not is your choice and no business of the United States government, as a American citizen your wife is free to live wherever she wishes to include your country or a third country that will accept both of you.