The Warhammer gods are too grand to be dabbling with mortals directly like that, really. They're a ken above say, the Greek pantheon whose gods might do something like disguise themself as a mortal to interact with them or as a god themself to lift up a mortal by way of something like marriage.
The most direct you can expect really is for them to interact in a kind of, "show their hand" sort of gesture where they like, will smite or bless someone or show their anger or favor but it's always in an indirect manner. A profaner will burst into flames or something, and you know it was a god that did it and might glimspe an image of the god in the smoke or something, but it's never a case of the god being like "I am X god! Behold mortals as I tell you my will!" or showing up in person or an avatar. There's almost always a metaphysical level of separation with them and mortals/the material.
So besides the fact that no Warhammer god would act so direct as to marry a mortal (outside of questionable myths), there's also the fact that the Skaven and so the Horned Rat find non-Skaven to be repulsive, as well as that Skaven females are so low on the racial hierarchy that the Horned Rat would never deign to assume female form.
So no, the Horned Rat like any Warhammer god wouldn't act so direct as to marry a mortal, he certainly wouldn't marry a human woman because humans disgust him, and he absolutely would never alter himself to female form to marry a human man. You're on three levels of impossibility here.