I think you need to either appeal or get married and then apply for a settlement (spouse) visa. I think you could be in danger of confusing the issue and making it take even longer to resolve. I mean, if you appeal and then marry, if the appeal succeeds or fails will make no difference after that because she would not then (in my opinion) be entitled to come to the UK as a fiancee if you are by then already married. I also think that if there were 2 outstanding applications, one ongoing and one under appeal, this would confuse things even more.
Iain.