One of my female ancestors had two children out of wedlock but married another person much later in life. The problem is that the Family Tree Builder shows this man as the natural father of the two children, which he is not.
If I try to change him to the adopted father, their natural mother is automatically changed to their adoptive mother
How can I show the correct relationship and status
You are right! But please consider, that everybody has two biological patents! If you do not want your family tree to show the 'unknown' parent, when you are ready with all childrens and spouses of the person delete the 'Unknown' parent. (Edit / Person / Delete person).
No actually even if you chose their realtionship as "Other" the system claims they were married at one point.
This issue is really bother me as well. I have a child that was born of two people in a very short term relationship and the woman later on married a new man which also adopted the child.
I can chose to have the child's biological parents shown as married (even when selected as other) - which is totally unacceptable, or I can have the biological mother and her husband both shown as adoptive parents. The system is clearly not capable to support multiple family situations.