Then do Adjustment of Status (AOS) after marrying here. In general, send the following four packets in the same envelope to the Chicago Lockbox:
I-130 with I-130A and copy of marriage certificate, filing fees, etc.;
I-485 with I-864 and supporting documents, I-944 and supporting documents, electronic I-94 copy, filing fees, etc.;
I-765 with electronic I-94 copy, etc.; and
I-131 with electronic I-94 copy, etc.
You'll separate each packet with rubber bands or fasteners: https://www.uscis.gov/forms/forms-information/form-filing-tips
On the I-130 packet, I-130 payment method (check, money order, or Form G-1450) must be the very first item of this packet.
On the I-485 packet, I-485 payment method (check, money order, or Form G-1450) must be the very first item of this packet.
It's not an issue; see Matter of Battista and Matter of Cavazos. For Immediate Relatives of US Citizen intent is determined at entry, not at the AOS interview.