Technically speaking, police can arrest you for 24 hours on suspicious of any offence. What you need to do it to ask the police, are you under arrest? if yes, what offence am i being arrested for? They must answer you. They cannot detain you for more than 24 hours, if they want to detain more than 24 hours, they will bring your wife to the magistrates and ask for a remand order.

As for now, just bring all the relevant documents to the police station and prove that your wife is legally married to you. Should they detain more than 24 hours, i would advice you to get a lawyer to deal with the issues.