It was said at least once in Snakebit.
In some cases, however, people hyphenate their last names when they marry. Jay and Nya, in that case, would become Mr. and Mrs. Walker-[Nya's-last-name-here].
I've always thought of it as a first name as well. However, it's just easier to pretend submission to the people that think it isn't.
Yes. However, they've had many opportunities before, and haven't used any of them.