“The couple waited to get married because they were on the frontier and there were no preachers to marry them.” In Ohio in the 1810s that could happen. That probably does not explain the situation in Illinois in 1890.
“The county boundary was always changing and that’s why I am having research difficulties.” In Virginia in the 1600s, that could be the problem. That’s probably not the difficulty in Iowa in 1910. (County boundaries can always change, but tend to happen more when territory is frontier and in the early stages of being settled.)
Any justification for not finding a record should make sense in the time period and the location in which the ancestor lived. Just because someone else used that “excuse” for why they could not locate something does not mean it necessarily applies to your situation.
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Finding records also depends on when the state was required to start keeping them. And how long it took for everyone to comply.
Another idea, sometimes the doctor -if that was the case- carried all his certificates around with him and when he got to a county seat he filed all of them there.
Don’t forget the ever shifting Walker’s Line that divided Kentucky and Tennessee.
I had ancestors who lived in a single location but depending on the year, it varied in state and county.