I have checked IGG, Family Search, and microfilmed rolls of the indexes for a number of years before and after the marriage date.
I've heard that the NYMA only checks the indexes and does not actually research certificates. It's possible the certificate never made it to the index so I'm willing to check the films for certs. Just want to narrow down the number of microfilm rolls!!! For 1879, there are 9 rolls.
BTW, this is not the first time the NYMA has sent me a "not found" certification for records I later found on my own.