I'm in a polyfi triad similar to what you're in. I'm the married lady in a relationship with my husband and girlfriend. I was married for 10 years before my relationship between my girlfriend, husband and I started. My triad started over 3 years ago.
The feelings you're having sound familiar to me. My girlfriend said very similar things in the beginning of our relationship, they're completely valid, and some will continue to be with you as your relationship develops. All roles in the relationship have their challenges for sure, but yours without the solid legal commitment I feel for a lot; it would be very hard. I see that sadness in my girlfriend - and my only help for it is to continue to be loving.
On that note... Why are they getting legally married right now, if you are at the beginning of your triad relationship? Especially since they were looking for a third actively for a year and a half. It seems... at the least, impolite, and insensitive to you. It sounds like a good round of communication is in order.
I want to be clear that I don't have an opinion on the rightness of them getting married now, I sure don't know what's best for your relationship. I don't even know what's best for mine sometimes! but it sounds like a lot more communication is in order for you and each of them. The only way through the rough patch is to talk about those feelings, you did a really good job of expressing them here. I invite you to take something similar to them.
One thing that helped us a lot is counselling. I hear that advice a lot on the boards and it's good. We found an excellent poly counsellor, I've learned a ton about communicating and feelings since then. It's been quite the learning and growing process, indespensible. For my relationship and my own personal growth.
Triads are hard, and there aren't a lot of obvious models to work from. But one consistancy is communicate, communicate, communicate.