Yeah, I think the tricky part was moving your middle name. Typically, after marriage people only alter their last name. You would have 0 issue with this:
First name: Sarah
Middle name: Jane
Last Name: Doe Smith
One option is to actually stick to this name format, update all your docs in Canada to this format and then update I-130 and use it in DS-260 with this format.
From what I understand, your marriage certificate doesn't say your new name, just maiden, right? E.g. it doesn't prescribe how you update your name and the only papework you used this new name is I-130?