56th Foot is the old (pre-1881) designation of what became the 2nd battalion of the Essex Regt.
So if we assume he was 2nd Bn:
till 1901 they were in Burma,
1901-02 South Africa
1902-04 Warley, Essex
1904-07 Malta
1907-09 Dublin, Ireland
Military marriages in the England/Wales will be in the usual GRO civil marriage indices. However if they happened to marry when the battalion was stationed abroad then you need to look at the Army Marriage Indices.
If you've already looked at the civil registers then I take it they weren't married in Essex between 1902-04?
I'll check the others for you.