Most thoughts are bound to be mostly speculation (which mine definitely are) but I tend to think along the lines you cite, that such thoughts of their children possibly getting married, once of age, was maybe discussed but perhaps not much more than that. There seems to be no disposition on Darcy's part at any time in the novel to follow through on a marriage to his cousin. He seems very careful to show no tendencies to anyone concerning marriage until he proposes to Lizzy so he doesn't find himself duty bound to any young ladies in my opinion. Besides, wouldn't his father have knowledge/a large say in a matter such as his wife wanting to determine such a merger. From Darcy's comments about his father I feel that he had a good relation with his father so, since his father didn't die until Darcy was grown, I would think his father would have apprised him of such an expectation as this. Even if this wasn't so, Darcy would have had access to any papers that his parents were in possession of once they were both gone and if Lady C had any copies of such a wish it is hard to imagine that the Darcy's wouldn't have one unless it wasn't anything more than a casual letter. Strictly an opinion. :-)