Sansa start is still eloping, but totally possible to marry her. Her father is dead so it makes sense. The one thing I did see was I was in good enough standing with Robb Stark that he was willing to "Make a lasting alliance with his house, but there was no one available to marry off." Hopefully that gets fixed in the next update.

As for Daenarys, though she is a woman, the faction leaders are all men so it is impossible to marry her as a man. If you were playing a female character I think you would be able to marry her, though.