All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.
If the spray prevents the water from reaching the hair- and it is most likely the case- then ablution or Ghusl (ritual bath) is not valid unless one removes it. If a woman performs ablution and then puts this spray, there is no harm on her to perform the prayer while having applied it provided it does not contain an impure ingredient. As regards your statement 'the prayer of marriage' if you mean performing the two Rak’as before consummating the marriage, then ablution is enough for this prayer, as Ghusl is only required when one is in major impurity, or after menses or post partum bleedings.
Therefore, if the man or the woman is in a state of major impurity, then it is an obligation to remove what prevents the water reaching the limbs, like nail polish and spray, and there is no difference between the bride and other people.
Allaah Knows best.