The short answer is no, because yōkai were not seen to be totally present in the world, same way as jinn are legally considered to be present actors in Islamic tradition. The full answer is more interesting, though, because such marriages were believed to happen in a vague way that touched at the margins of normal life in Japan.

Japan does have many folk tales about marriages between humans and nonhumans, dating back to ancient times. The most common such type of folk tale is called the "forbidden chamber" (Miruna no zashiki). In such tales, a man meets a mysterious woman who offers to live together with him, on the condition that he never look at her in a specific room or at a specific time. Upon disobeying the order, the man discovers that the woman is actually a transformed animal or otherworldly being of some kind, who is then forced to leave, the spell having been broken. The most famous such tale for English speakers is probably "Yuki-onna" (Snow Woman) which was first recorded by Lafcadio Hearn, in which the wife is made of snow, but these tales can be traced back to circa 800 AD, when they were recorded in the book Nihon ryōiki. This is the most common type of story regarding a "marriage to yōkai" but it is only ever a story, not an historical event.

The closest thing to a historical claim for a human-nonhuman marriage is in an alleged event in 600 BC. According to the 7th century text Kojiki, a three-legged bird married a human and gave birth to some of the noble families of Japan, but this only happens once in 600 BC and does not recur later in the narrative. Some time later, Kuzunoha, a transformed fox, is claimed to be the mother of Abe no Seimei, a semi-historical wizard who allegedly lived in the 10th century AD. But Kuzunoha is documented only in legends. This was a sort of miraculous occurrence and I don't think it was considered to be something ongoing and worthy of scholarly comment.

By the late Edo period when mass media depictions of yōkai were getting popular, a sort of metaphysics of yōkai developed. It was felt that yōkai are most present in uninhabited places like mountains and deep valleys, and that when they are seen in human spaces they tend to be evasive and escape easily. Yōkai were not thought to spend long times together with humans in the same way that jinn can control or be controlled by humans. To use Western terms, they were more like fairies than demons. A really famous example of this metaphysics playing out is in the story of Torakichi, a young boy who claimed to have been abducted by a tengu and visited various yōkai-infested spaces. Torakichi became a drawing-room attraction for a philologist named Hirata Atsutane who recorded conversations with him in a document called Senkyō ibun. An astonishing thing about Senkyō ibun is that Torakichi gives the name of a specific mountain where his tengu master supposedly lived, which was a real place a few days south of Edo, but neither Atsutane nor his disciples went to investigate. Because they were using his testimony as scientific evidence of the amazing power of otherworldly beings in Japan, this doesn't make sense if they thought the tengu could be approached and talked with. Rather, it shows they believed that the tengu existed in a sort of alternate dimension which could only be crossed into on their own terms.

I am not aware of anyone in the Edo period who claimed to be married to a yōkai but I might be missing a good story. There was a lot of odd stuff being documented in the Edo period -- it is rich in primary sources -- and even scholars have trouble keeping track of it all.

Can you tell more about the Case of Khalil al-Sarmini or give a link to an article / other thread? Couldnt find much, when I searched for it.