Fenris does not oppose you if you have a completely maxed out friendship or rivalry and an existing relationship with the elf, regardless of whose side you end up on in The Last Straw. To consummate the romance, speak to him at the gallows. He will ask who you are, then tell you that he is already married. You can then choose to either break your link with him or leave it be. If you break the link, he will no longer appear in your party list or bed menu and vice versa. If you leave it be, he may try to blackmail you later on by saying that his wife will never let him go now that she knows how you feel about each other. Say you don't want anything to do with him then cut your loss and move on. However, if you still want to see what he has to say about it then talk to him again. This time, instead of asking who he is, ask him why he didn't tell you he was married before. He will say that he didn't think you would want to be friends after what happened between you two in Riemus. Tell him that you understand his point of view but that you still want to be friends anyway. He will agree, so make sure you save before you exit the scene.