I'd guess that since the IO did mentioned the visa, he'd have been unlikely to stamp her in as a visitor. Unless she mentioned that she was married, the assumption on the IO's part would be that her fiancee visa was still valid.
Still, that does mean that there's an entry stamp in her passport that is after the date of her marriage certificate and that could cause complications. Therefore, I think historyenne and WebyJ are right, the in-person application for FLR(M) is probably out.
I'm not sure what the consequences of this are, but I think it actually would have been simpler all around if the IO HAD stamped her in as visitor, cause at least that way, the path is clear. Not hassle-free, but clear.