Marc my husband had the same concern, on our NSO marriage certificate, his name were all spelled correctly, he also has Anthony as his second name, but the Anthony is placed as his middle name on the marriage certificate, I asked NSO and civil registrar officer about this and they said there shouldn't be any problem with that. I think Its ok as long as your full name are spelled correctly on the certificate. For you to be sure, better contact the embassy or the NSO about this conflict.

Do you already have a copy of your marriage certificate authenticated from the NSO?