Hi,
That O'Keefe line isn't connected to mine.
I have had a look, and think that this is your family in the 1871 Merthyr Tydfil census:
Name: Edward Keeffe
Event Type: Census
Event Date: 1871
Gender: Male
Age: 30
Relationship to Head of Household: Self
Birthplace: Ireland
Schedule Type: Household
Registration District: Merthyr Tydfil
Sub-District: Merthyr Tydfil, Upper
Parish: Merthyr Tydfil
County: Glamorganshire
Household Gender Age Birthplace
Self Edward Keeffe M 30 Ireland
Wife Mary Keeffe F 28 Ireland
Daughter Mary Keeffe F 10 Ireland
Daughter Elizabeth Keeffe F 8 Ireland
Son William Keeffe M 5 Dowlais, Glamorganshire
Son Paterick Keeffe M 4 Dowlais, Glamorganshire
Son Michael Keeffe M 2 Dowlais, Glamorganshire
Daughter Margaret Keeffe F 0 Dowlais, Glamorganshire
Lodger James Regan M 22 Ireland
If it is, their 2 eldest children were born in Ireland, so I think that is where the marriage would have taken place.
Thanks,
Darin.