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If you marry inside or outside of your family does not matter (normally).
The wife will be the female holder of the male's titles when they get married and therefore use his CoA.
If the male dies before the female, what happens depends entirely on the rules of that court as you all know but the base CoA stays with the holder of the title.
If she does not get to keep the title, she will be given a different title with a new CoA for that fief.
If she is not goven a new title, she becomes irrelevant and does not need a CoA.

The purpose of male offspring is to secure the title, which is why using cadency devices makes very much sense.
They are saying "Look, it's the Duke of Exampleland! Oh, soon anyway...".

Female offspring, I don't even know if they used to use CoAs since their purpose was to get married.
If they did, they would follow the path described in the first paragraph.

If you don't consider a title important enough to display it on your CoA then that would be your decision.
That would however make your claim less secure with time I suppose.
This can be seen in the official list of titles for nobles with cluttered CoAs versus the ones who only kept the big one in my opinion.

Also, if you claim a title you are not in posession of, that would be symbolised by you suddenly displaying the heralidics of your previous superior or your rival impaled with your previous one in a lot of cases.
Or for added effect, claim that you belong to an older dynasty that were holders of the title before the current one and display their CoA.
That could have some drastic effects on their legitimacy and thus morale.
 
I've thought about this for quite a long time and must say I DEFINITELY support the proposal. :D
 
Would love to see it but would probably like to stop at 4 shields, no need to go crazy like

http://en.wikipedia.org/wiki/File:Grenville_Diptych_edit2.jpg
It doesn't have to be that nuts. Given the CK setup, just do it like this:

Bob has, among others, the following titles:
  • king of Sweden
  • duke of Östergötland
  • count of Östergötland
Bob's CoA contains the CoA of the kingdom of Sweden, not any of the others.

Bob has, among others, the following titles:
  • duke of Östergötland
  • count of Östergötland
Bob's CoA contains the CoA of the duchy of Östergötland, not any of the others.

Bob has, among others, the following titles:
  • count of Östergötland
Bob's CoA contains the CoA of the county of Östergötland, not any of the others.


To tidy up the CoAs further, claimed titles could be represented only if their rank is higher than, or equal, by the highest rank actually held by the character. Thus, the CoA of Bob, king of Sweden, would contain only his claim to the kingdom of Denmark, not his claim to the duchy of Skåne or his claim to the county of Jylland.
 
Consider how Christian I of Denmark changed his CoA.
1. First he was "just" the count of Oldenburg, so it only showed that.
2. As he was elected to King of the Danish, with the addition of the Geats and the Wends his CoA changed to reflect this. Still keeping the house of Oldenburg.
3. When Sweden and Norway accepted him as king he didn't care about Geats or Wends any more as ruling all three kingdoms with claims on them made them secure and king is cooler. Still wanted to say he's from Oldenburg though but the four quarters ar filled with equally important kingdoms. so he places it as an inescutcheon.
4. Finally he was given the title Duke of Schleswig-Holstein, which is of course less than king in ranking, but probably since there were several disputes around the succession and since it was an extra prestigious fiefdom on account of imperial immediacy he still wanted to display it. So he makes it the inescutcheon and creates a second level inescutcheon on top of it for good old house of Oldenburg.

The fourth level there might be too much to put in the game, but the other ones work just as I think it would in the game if they implement this feature.