Student wanting to get married or study in DE (latest visa denied)

Before I start this question, I wanted to say that me and my Fiancé (of four years) learned from our young  mistake. We're paying for it greatly and we still choose to stay together. I hope there would not be much prejudice or comments about young marriage as we've been through thick and thin, constantly battling that stigma, and fyi I have an illness that won't promise me kids. (I am legal)

Summary:
My student visa got denied back in the 1st week of December last year. We foolishly applied for a 9 month Deutsch language program without me having any proof of my rootedness to my PH (ex: job, university) I left uni to take a break and perhaps this was the backlash.

I've been traveling fine to EU for the past four years on tourist visas and for applied for the max stays on that visa. Only now did I get a stamp of an 'x' on my application and I can understand why.

Now I'm back in University and studying. I wish to apply for a proper Uni in Deutschland or in Netherlands (cause a certain major is taught in English) in a few more months when I have proper credits, but I am severely discouraged that I may get denied once again even if I get a go sign from the university.

The other problem of this is that I've heard Schengen Visa denials get recorded and shared by countries especially in around the Schengen area. So that means if I apply to the Netherland. Embassy even if I have a go sign from the Uni of that country, I still have huge chances of being denied?

I've had nightmares. Months of no longer than 3 hours of sleep with my denied visa invisible stamp on my passport.

Im scared it would affect me traveling to different countries now and I can no longer travel without feeling the fear.

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This aside, okay. Marriage. Now how do I do this in my state? I was urged by my Fiancé's family do apply for Student visa than a marriage visa because it was easier and either way it had similar requirements. But the student visa failed.

How difficult is it to marry as a university student who has no job and has a once denied student visa? I'm not encouraged to take this route because then the embassy would refuse me out front because of my latest history.

My family was complaining why don't we just get married in PH, and my Fiancé's family replied because it is harder and they won't acknowledged our marriage if we marry in PH (yes I know that the German husband can submit the documents to Germany to get it verified, but why is he still reluctant to try this?)

So it's not possible at all to marry in PH? Too complicated? And what are the chances of the embassy denying our marriage in the Philippines or in Germany? (I was advised to marry in Denmark btw)

Edit: I just read about all these stories that it's better to get married in the home country? What? I'm confused, I thought it would be difficult!

(Horror story: a friend of my Fiancé's family married a foreigner in foreign soil and when they applied for a marriage certificate it was not accepted, thus my fiancé's family's scare)

I apologize in advance for my chaotic situation. But I just want to be with my Fiancé soon, and I don't know how to move on from this, or the denied stamp. I don't know who to turn to as I am young and I only have this forum to read on.

Do I have to wait for 3 more years? Till I graduate or can I be with him now? It's been difficult...

What do I do now?

It would be strange to ask for a hug from this forum, but can someone please share comfort and encouragments? I'm sure there are plenty of people out there who suffer with visa woes.

Thank you for reading, have a good day.