On a second (or tenth) reading, I think I get what you're trying to say.
"About" vs "Of"
"Thinking of" and "thinking about" can sometimes be interchangeable but sometimes one is preferred over the other:
If I had to summarize, I'd say that think of seems to mean recalling something specific, while think about seems to mean considering some subject in a more vague or general way for some length of time. The two are sometimes interchangeable because there are many situations where you can't think about something without also thinking of it, such as when you are fondly remembering your deceased mother.
As an AmE speaker, I think your phrasing would be better served by using "about" instead of "of". I'm not sure if other English speakers would concur.
I know you were thinking about me when I would be getting married.
"Thinking of" me seems wrong because you really mean about, definition 2.
used to indicate the object of a thought, feeling, or action
Emphasize the thought
You need some way to emphasize that "when I would be getting married" is what he was thinking about... right now it is really ambiguous.
One way you can do this is by adding the word "and".
I know you were thinking about me and when I would be getting married.
You could also use other words like "specifically"
I know you were thinking about me, specifically when I would/will be getting married.
or get rid of the "me":
I know you were thinking about when I [would/will] get married.
Though this still sounds a bit odd.
Simplify
To be honest, I think that you're over complicating what you're trying to say... simplify the sentence by getting rid of extra verbs:
I know you were thinking about my future wedding/marriage.
You can also make it more descriptive by changing "thinking" to "imagining" or "fantasizing", though "imagining" doesn't need the "about".
I know you were imagining my future wedding/marriage.
Final Thoughts
These all mean pretty much the same thing and I think they mean what you're trying to say. If I had to make a choice, I'd recommend the ultra-simplified version:
I know you were thinking about my future wedding/marriage.
Or the "and" version, but contracted:
I know you were thinking about me and when I'd be getting married.