Isn't it kind of weird that アナスタシア wants to marry the Prince in シンデレラ III A Twist in Time, when she's hypothetically related to him?

No, because they're not even related によって marriage at that point, as time has been reversed to when シンデレラ wasn't married to him.

Also, even if it wasn't set before their marriage, there's nothing weird about アナスタシア being attracted to him because their is no blood relation between them - Cinderella's not even her full sister.

Well ya, but シンデレラ was just her step sister, so they won't really related. And they went back to before they got married.

Step sister-in-law is the furthest possible relation to have, and they are nowhere near blood related :P