Affidavit to prove that you are married can be obtained from an advocate and commissioner for oaths. You can find a commissioner for oaths in almost every constituency in Nairobi.
You can as well get an affidavit from any magistrate court near you.
Marriage affidavit cost about Ksh. 1,000 to 2000 depending on the advocate who issues it to you.
You will be required to provide a copy of the spouse's ID to be issued with one.
NHIF medical insurance cover accepts affidavit as prove that you are married if you do not have a marriage certificate.