According to Kat, the venue is a rooftop:
Well since this photo is out and you can clearly see the setting, I'll reveal that the wedding happens on a "rooftop" #OUATSpoilers pic.twitter.com/iIZdTTCLDw
— Katrina (@katmtan) April 20, 2017
Maybe even the rooftop of the library/clock tower?
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