I didn't find the marriage record you were seeking, but I did find information that may help.
George Knight is listed in the 1850 census for Worth Twp, Sanilac County, Household #395, aged 22, Birthplace (Unknown?).Celestia Stephens is listed in the same census, Household #217, Lexington Twp, age 13.Others in that household (all surname Stephens) Baker, 41 b.NY; Jane, 24 b.NY; Chauncy, 15 b. Can; Celestia, 13 b. Can; Mason, 11 b. Can; Francis, 9 b. Can; Charles, 6 b. MI; & Betsy, 4 b. MI.
There is no listing for Knight in the 1860 census index, and in the 1870 index the only George Knight I found was in Bay City MI (p. 407R).