If they married, they would have to start the visa process over again -- they cannot get a fiance visa for someone who is no longer a fiance. They would need to file the I-130 and wait all over again. So, no, that's not a viable option for them.
Their options are either to reschedule the wedding, or have the wedding and have it not be a legal wedding so they remain unmarried until such time as the visa is granted and they have a "real" wedding within 90 days of entering the US.
You can travel while the fiance visa (which is a K-1 visa, not an I-129F visa) is in process and all the way up to the interview; we certainly did. However, once the visa is granted and the couple is married, they need to remain in the US until the visa holder's status is adjusted and they receive either advanced permission to travel (Advance Parole, or AP, which you can apply for when you apply for your adjustment of status) or they receive their green card, which can be a couple of months.