Thank you everyone for your kind words.
I guess we will reapply, though I don't know how often someone gets accepted the second time round when they've lost an appeal.
You can appeal the appeal decision by taking it to the Federal Court, but while the appeal is supposed to be based on the facts, the Federal Court judge just reviews the appeal decision to see if it was reasonable given the evidence submitted - in other words, the Federal Court judge might think the marriage is real, and yet if he also thinks the appeal decision was reasonable, he can't overturn it. Plus I do not have enough money for the lawyer fees (I don't think so, anyway; I haven't actually asked her what they would be yet).
Anyway, I will think about what to do; right now is not a good time to make decisions.