While researching I found something very interesting in Richard Hopkins The Life of Severus Alexander, page56, Note 1.  I quote, "Alexander had three wives according to Zos[imus] L. 11. Lampridius mentions Memmia (Lamp. Alex. Sev. XX. 3, Uxor Memmia, Sulpicii consularis viri filia, Catuli neptis).  Another, Orbiana, is known by coins and inscriptions.  (Eckhel, VII. p.284, C.I.L. III 3734; VIII. 9355;x. 1654.)  Of the third nothing is known, and it may well be doubted whether Zosimus is not mistaken".

I found this incredibly interesting.  As most collector, I knew about Orbiana.  Her coins are much rarer than most of Severus Alexanders but still often for sale.  A typical coin of her's looks like:

But who were these other wives?  I checked with all my sources and found that RIC Volume IV Part II page 66 discusses Orbiana and her exile and then continues "It is uncertain whether Alexander married subsequently".  So maybe they did exist.  But reading Braer's The Decadent Emperors page 169, it is stated after a discussion of Orbiana "There is no reason to think that he ever married again."

The sources conflict on this.  With RIC mentioning that it is uncertain and Hopkins stated that they did exist, I have to lean to believe that they Severus Alexander may have been married before and possible after.  It wasn't uncommon with the emperors of Rome to have had multiple wives during his rule. Even with his youth, this is more than possible. 

I asked Robert L. Cleve, PhD and noted scholar on this subject and here is his response:

Regarding the possibility of Severus Alexander having more than one wife, of course almost anything is possible. Our sources are few, often undependable, and there is much legend and misinformation surrounding this reign. When you read my dissertation you will see that I reject much that has hitherto been assumed to be true about Severus Alexander—especially some of those ridiculous events related in the Historia Augusta (HA). The HA, on the whole, is not a dependable source, even though it is perhaps the best we have. That leaves Herodian, who gives us a very cursory account of the reign, but is probably more dependable than the HA in most aspects. Yet it all takes a great deal of analysis and interpretation.

 

I accept only the information that can be verified through multiple sources and/or common sense and then attempt to reconstruct the events of the period based on this criteria. Therefore, some scholars, especially the classicists, who do not always take a historical approach to the sources, disagree with some of my conclusions. However, to answer your question directly, no, I do not believe that Alexander had any other wife after Orbiana. I believe that his mother, Julia Mamaea, was in almost complete control of his affairs and that she learned a lesson from this unsuccessful marriage. The lesson was this: if Alexander were allowed to have a wife, then his father-in-law, or some other male relative of his wife, would invariably be a threat to her position, and this she would never again permit. This is my opinion.