"to lead a merry chase" is an idiom that can have following meanings:
1. to delay
2. to skillfully escape capture by (someone)
3. to make a pursuer work hard
In your case meaning number 3 would be appropriate, meaning that Teresa made the guy "work hard" before marrying him, sort of playing "hard to get" :))) Maybe that's why he ended up marrying her (just a thought).
Hope this helped...