Your demense:
First off, you can hold two ducal-level titles without your vassals getting upset. In your situation, there may not be a benefit to holding any. If you hold any duchies in which you control all of the counties in those duchies, then you get the benefit of some small bit of prestige monthly, and no downsides. If you hold duchies where you don’t own every county in the duchy personally, your count-level vassals in that duchy may desire the duchy, and therefore like you less. It’s best if ducal titles in realms where you hold no counties don’t exist, because counts will not take opinion penalties that way. If you want more counties in your personal demense, consider revoking good counties from your vassals through plots. Do not do it through the diplomacy screen, because this causes all of your vassals to dislike you*. Ideally, you pick counts who have only a single county and no duchies, because while they’ll still hate you after you take their lands away, it won’t matter because they have no land. Good counties to select for your personal demense are geographically contiguous so you can gather armies quickly, wealthy or with good technological development, and have lots of holding slots. You might be tempted to take some county like Rome or Venice which does meet those conditions, but be warned that it takes thirty years to get normal levies and taxes from a newly conquered province. Don’t feel obligated to create every single duchy possible; sometimes Dukes are a pain in the neck, especially once they hold two Ducal titles. I often have thirty or more Ducal titles available to create without creating them.
Kingdoms and Empires:
You do need to hold on to the Imperial titles. (Which two do you have? Hispania and?) If someone else gets one of them, they’ll become independent. Try to harmonize their succession laws, if you haven’t already done so. I don’t like to have kings as vassals because they can become very powerful and make dangerous factions. Small kingdoms like Galicia aren’t too bad, but they can be deceptively powerful because they can have dukes as vassals well outside their kingdom’s de jure borders. I like to hold onto king-level titles myself for that reason. Some people like to have kings as vassals because then you can raise all their levies in one place, but I don’t think that’s worth the trouble of having powerful kings in factions.
Marriages:
I look for different things for different characters. For myself or my intended heir, I look for (ideally) a Genius Strong Attractive woman, in that order. That’s about genetics and picking the best possible mother for an heir. For my other sons, I look for political advantages. Princesses with claims on kingdoms are good bets, because then you can put them on the throne and get them into your empire, or at least your dynasty. For daughters, I will snag someone with a claim on a Kingdom if I see an opportunity, but sometimes I let them go unmarried. Having people running around with strong claims on my titles is an invitation to factions, and I hate factions.
Popes and anti-Popes:
You need to deal with this anti-Pope situation one way or another. He’s giving -20% to Moral Authority for Catholicism, and that means you’ll have way more heresy in your provinces, which means heretic revolts, heretic nobles who hate you, and so on. Either eliminate him (and his anti-Papacy; I’m not precisely sure if assassinating him is enough) or put him on the Holy See. If he’s your vassal or a vassal of your vassal (and it looks like he is, if he’s in Portugal) then have a war with Rome to put him on the Throne of Saint Peter. Then he’ll be your vassal, you’ll get Rome and any other counties that the Pope has into your empire, and if your bishops don’t like you, they’ll pay taxes to him and he’ll pay you. Be aware that he doesn’t have many levies but can raise significant mercenaries. He shouldn’t be a threat to you if you move with your whole army at once.
*Unless you have a good reason to revoke their title. You can revoke one (not all, just one) title if they’ve revolted against you. To tempt them to revolt, you can try to imprison them if they have a plot. If you’re “lucky” and your marshal fails to take them into custody, they’ll revolt and you squash them like a bug. Then you revoke a title for rebelling.