Thank you for your query.
With regards ***** ***** married, that is a personal choice where you want to get married, but you need to see if the marriage you do abroad is legally recognised in the UK.
You have mentioned that you could get married in an Indian Embassy in UAE, Denmark or Seychelles.
Please visit this link which will tell you if you can get married in those countries:
For further guidance, please see the following link and go to the section titled Marriage overseas
Your other option would be to apply for a fiance visa under Appendix FM of the Immigration Rules. Under this rule, your partner can come to the UK and get married to you and SWITCH into a spouse visa. With a Marriage visa, your wife can come to get married, but she CANNOT switch into a spouse while in the UK. In this instance, she must return to her country and apply for an entry clearance as a spouse.
For a fiance visa under Appendix FM, you will have to meet certain requirements with one of them being that you are earning £18,600 or meet the financial requirement from cash savings or avenues.
Please see the following for further information and I direct you to page 26.
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