What is the location of this scene, if not in heaven?
Revelation 6:9 And when he had opened the fifth seal, I saw under the altar the souls of them that were slain for the word of God, and for the testimony which they held: 10 And they cried with a loud voice, saying, How long, O Lord, holy and true, dost thou not judge and avenge our blood on them that dwell on the earth? 11 And white robes were given unto every one of them; and it was said unto them, that they should rest yet for a little season, until their fellowservants also and their brethren, that should be killed as they were, should be fulfilled.
Scripture does not teach a third coming of Christ.
Hebrews 9:28 So Christ was once offered to bear the sins of many; and unto them that look for him shall he appear the second time without sin unto salvation.
I couldn't disagree more. You are taking the parable of Matthew 22:1-14 too literally. Christians in the church are the guests who will have their wedding clothes on and become the bride while those guests who don't will be cast into outer darkness "where there will be weeping and gnashing of teeth". In a normal wedding there is obviously only one person who is the bride, so you should not think of the wedding described in the parable the same way you think of a normal wedding.
Who do you think is the bride then? The following scripture says the church is the bride.
Ephesians 5:22 Wives, submit yourselves unto your own husbands, as unto the Lord. 23 For the husband is the head of the wife, even as Christ is the head of the church: and he is the saviour of the body. 24 Therefore as the church is subject unto Christ, so let the wives be to their own husbands in every thing. 25 Husbands, love your wives, even as Christ also loved the church, and gave himself for it; 26 That he might sanctify and cleanse it with the washing of water by the word, 27 That he might present it to himself a glorious church, not having spot, or wrinkle, or any such thing; but that it should be holy and without blemish. 28 So ought men to love their wives as their own bodies. He that loveth his wife loveth himself. 29 For no man ever yet hated his own flesh; but nourisheth and cherisheth it, even as the Lord the church: 30 For we are members of his body, of his flesh, and of his bones. 31 For this cause shall a man leave his father and mother, and shall be joined unto his wife, and they two shall be one flesh. 32 This is a great mystery: but I speak concerning Christ and the church.
Notice how throughout this passage Paul compares a husband and his wife to Christ and His church. Look at how Paul concludes this passage. He said it was a great mystery, but what he spoke about in the passage was concerning Christ and the church. And what did he speak about? Husbands loving their wives and he compared that to Christ loving the church. That makes the church the bride of Christ. This was a mystery in OT times, but the mystery was revealed by Paul. It shouldn't still be a mystery to you.