Like Ed and Su.Ki have said, the second sentence is incorrect. If you really wanted to use the word "during" in this case, you would need to rewrite it as
"we have been married during the past two years"
The problem with this sentence tho, is that it has a different meaning and sounds strange. Using "during" makes it vague as to how long you have been married as the sentence could mean that you were married before the two years, for the full two years, or just a section of time during the two years.
Hope this helped :)