A friend of mine sent me a video clip from a wedding, showing the chosson and kallah under the chupah and the chosson is wearing his tallis and tefillin.
I know there is a Sefardi and Yekke custom for the chosson to wear a tallit (and many of those have the custom that he puts it over the kallah's head as well), but I have never heard of a custom of wearing tefillin too and I cannot find anything in any of the Sifrei Minhagim that I have.
My initial suspicion is that it is a misunderstanding of the custom that ashes are placed on the chosson's forehead at the place of the tefillin right before the chuppah as a reminder of the destruction of the Beis Hamikdash, but I'm curious if there is a source I have missed.