In slang terms a “Gretna Green” is a location where a couple can easily get married–usually just about immediately upon arrival. Often the location is “right across” a political border with restrictions and requirement that are fairly lax.
While there was a literal Gretna Green in Scotland, the requirements there have changed over the years and “immediate” marriages appear to no longer be possible.
But if you cannot find your ancestral couple’s marriage record in the location where they lived, check and see where the nearest Gretna Green was. That’s where they may have gone.
Or they may have just gone three counties over where no one knew their parents.