The COPR instructions clearly mention that you need to notify them of any changes in family composition (birth/death/marriage/divorce) - in which case your existing travel documents will become invalid. You will need to send additional documentation after contacting CIC and receive an updated COPR and Visa.
See this thread for how people are handling the marriage situation - Travelling to India and getting married after AOR
Please track this closely with the agency. You might want to look at options such as getting professional help from an attorney if you feel lost. This has happened to people in the past and they have been able to get out of it (after getting their new spouse processed), but in the worst case they may cancel your PR ask you to fly back home. Google for other examples.
Hopefully things work out in your favor. good luck!