Edit: Oops, misread your title (although I have left the exert in as you may find it of interest).

The authority and authoritative book on the subject is David d'Avray's Medieval Marriage: Symbolism and Society, Oxford, 2005.

The high-nobility are a particularly tricky subject to deal with as they were drawing from a much smaller pool of potential pairings. I'm not sure what you mean by 'discretion' and 'sexuality'. Does this refer to not discussing it when per-marital occurred or hushing it up? Does sexuality refer to the modern sense of LG(BT)?

Marriage tended to happen prior to pregnancy because the Church had rather effectively wedded the concept of legitimacy and marital birth together between ca. 900 - 1200. While previously men had practiced polygyny (a series of lovers) they now continued these practices but looked to one woman to produce an 'heir'. Here is a thread which dealt with adultery and an excellent comment by /u/bluecatitude which demonstrates how promiscuous kings could be.

Here is an exert from David's book (p.195-6):

The fifteenth century: from theory to practice

We have noted several milestones in the history of consummation: prelates judging cases where theological theory intersected with concrete social practice and developed in consequence.Hincmar of Reims was one such milestone and Alexander III another. Somewhere in the four hundred years between the two cases narrated at the start of this section there must have been another milestone. Quite probably it was Martin V (1417–31), the first pope after the Great Schism. George Joyce noted long ago a claim by St Antoninus of Florence to have seen bulls by Martin V and Eugenius IV which actually exercised the power to dissolve unconsummated marriages. Much more recently direct evidence of real cases from Martin V’s pontificate was brought to light by K. A. Fink. The second of the two cases he printed may not have been successful (ibid. 436), and the third could have been reformulated as a case for annulment on grounds of defective consent, but the first and earliest case is a perfect example, and everything suggests that it would have gone through if the facts stated were borne out by the investigation that the pope entrusted to the bishop of Augsburg.

The events to be investigated took place in Munich, or at least that was the home town of the protagonists, Stefan Puetrich and Ursula, daughter of Heinrich Part. According to the documents, the story is as follows. The couple were from important families, since the three dukes of Bavaria would intervene with the pope to try to obtain a resolution after the marriage had gone sour, emphasizing the power of the two families involved and the danger to peace resulting from the break-up. The couple had got married by present consent but had not immediately started living and sleeping together. (As we have seen, there was nothing abnormal about this.) Before that could happen, Stefan had a nasty shock: it turned out that Ursula was very pregnant. He knew he could not be the father. In fact she gave birth to a child only about five weeks after the marriage. How he had failed to notice her condition is not explained. Perhaps she dressed carefully and perhaps he assumed she had a full figure. When the truth came out he was apparently enraged, and refused to proceed to solemnize the marriage. (This presumably means that the church service had been held over after the exchange of present consent, fitting a pattern of marriage–delay–church service–consummation.) He would not accept her as his bedfellow (conthoralem). Relations between the two powerful families became so bad that deaths and injuries were feared. It is the kind of story that historians are tempted to tell with a smile on their lips, but the humiliation and anger cannot have been amusing for anyone involved.

Could the pope provide a solution? There was no case for an annulment here: undisclosed pregnancy was not among the grounds deemed suffcient to vitiate consent. The pope’s preferred solution was for Stefan or Ursula or both to enter a religious order, thus dissolving the marriage in the by nowtime-honouredway. He realized, however, that this might not be acceptable to either of them. He was therefore prepared to dissolve the marriage on his own authority, once he was assured that both parties wanted that.