Considering Ferdinand himself was born in exile, in his mother's Sicily, the fear a daughter married into the family would end up in exile would be strong.
It is said he was originally to marry Louise Marie of Artois. Her father was the younger son of Charles X of France. Such talks came to an end in 1830 when Charles was forced to abdicate, and Ferinand's father came to the throne. Louise's family ended marriage talks, due to the Orleans 'usurping' the throne. Such a marriage would have strengthened Ferdinand's claim to the throne, uniting the two families through marriage. Louise's brother was titled Henry V after their Uncle Louis XIX died childless. Louise would later marry the future Duke of Parma. But her and her son Robert I would live out most of their life in exile.
The Wurttembergs indeed turned down any suggestion of marriage. The duke had two daughters. His daughter Marie ended up marrying a Count, a much lower marriage. His daughter Sophie of course married William III of the Netherlands.
The next suggestion was Maria Theresa, a daughter of Archduke Charles, Duke of Teschen. Charles was a younger brother of Emperor Francis I. Charles was actually all for the marriage as was Ferdinand's mother. Opposition came from Archduchess Sophie, mother of the soon to be Emperor Franz-Joseph, and from Prince Metternich. Metternich was worried about repeating the same mistake he made by marrying Marie Louise to Napoleon I. Maria Theresa would go on to marry Ferdinand II of two Sicilies. His first wife Maria Cristina of Savoy (now Blessed Maria Cristina) had died the year before giving birth to his heir Frances. Maria Theresa was extremely close to her stepson and served as an advisor to him when he was king. They later were exiled to Rome. It is said her stepson nursed her in her final days.
At this point there were only 2 catholic princesses who were considered eligible left to consider. Princess Januaria of Brazil was ruled out because of her distance Januaria actually became a sister in law to the above Maria Thersa, marrying Ferdinand II's younger brother Luigi. The other was Infanta Isabel Fernanda of Spain. Her father was the youngest son of Charles IV of Spain. Isabel was said to be rejected due to her looks. Her ginger hair, and fear she would become obese like her mother. Isabel would later marry for love, her riding instructor.
Several protestant princesses were considered before Helene was settled on. Louise of Hesse-Kassel (future wife of Christian IX of Denmark, mother of Frederik VIII and Queen Alexandra of the UK among others), Marie of Sax-Altenberg (eventually married George V of Hannover) and Victoria of Sax-Coburg and Gotha. Victoria ended up married to Ferdinand's younger brother Louis D'Orleans.
Helene's family was not supportive of the marriage. When she came to France to marry, she was only accompanied by one person. Her father had died in 1819 and her mother in 1816. Her father's third wife Auguste had married him 18 months before his death. She was said to be a doting stepmother to his four children from his 2 previous marriages. She was particularily close to Helene, being first cousins to Helene's mother, so it was not surprising she would accompany her stepdaughter for the wedding. Auguste was 41 when she married Helene's father, her first and only marriage. She had married later in life as she had been caretaker to her ill father for years.
The couple had 3 weddings, a civil and then a wedding in both faiths. The Archbishop of Paris refused to let them marry at Notre Dame. Instead they were married at the chapel of Henry IV by the bishop of Meaux. The only foreign ambassadors to attend were from Belgium and Prussia.
Ironically considering the fear of exile causing issues with marrying a catholic- of the three Catholic brides who were considered, two of them would end up in exile with their husbands anyways. The only one who didn't was Sophie.