1) download Family Tree Builder (program)
2) download your Family Tree into Gedcom Format (save it carefully in case of errors)
3) open this Family Tree (Gdc) with Family Tree Builder (FTB) and edit the marriage between this cousins (no "add wife" but "Attach Wife")
4a) if you want the possibility to edit the family online then Export the new file into Gedcom format, go to your site -> Family Tree -> Import Gedcom
4b) you can upload directly with FTB but you cannot edit anymore online in this manner.
If you see online 2 families delete the oldest one.
Hope This helps,
Andrea La Spada