Bismihi ta'ala

Although the Nikah could be valid, if the correct standards for Islamic marriage contract is observed, it is not a good sign if they "insist" on having their own 'Alim to do it.

If you choose to marry someone outside of your Madhhab, it is very important to have strong ability to manage things. You must be strong enough to have to deal with the issues that arise, regarding your Shi'i beliefs, your rituals, how the house is managed, and the future children.

There are good examples of a Shi'i marrying a Sunni, and both observe the highest level for each other's beliefs. That is how it should be. 

However, there are many bad examples and bitter experiences, which is why one must be extra cautious, and not just think about accepting their 'Alim to officiate the Nikah, but also what level of involvement, interference, influence, or intimidation they will have. 

Marrying someone from another madhhab is permissible only if one has assurance they will not be influenced, for them and the children as well.

And Allah knows best