Maybe it is different where you got married, when we applied for our marriage certificate, they asked what our names would be after we got married. So on my marriage certificate, it says my maiden (before married) name and then it says surname after marriage: my married name. That is the document I had to show in order to get the name on my passport changed. So, what document did your wife have to submit in order to have the name on her passport changed? Whatever it is, I would submit that document with your application as the link between two names.
Otherwise, since it's your name on the passport, and you are the sponsor, I would not worry too much. They will be able to connect the two names. I would just explain in a cover letter that some documents show her maiden name (and say the name) and others show her married name (your name).
But maybe someone with more experience has more to say about this.