Myrna Loy (who was friends with Harlow, and thus also devastated by her death) said she could not watch Double Wedding; it reminded her of losing Harlow, fundamentally, but also she knew she and Powell were not at their best because of it. If I'm recalling the timing correctly, they originally came back to work right after the funeral, but Powell especially realized he needed some time. So production shut down for a few weeks (although the film still came in nearly on time).
I agree it's amazing it works as well as it does under the circumstances, and I don't think the pall cast by Harlow's death is the only problem; the script itself sort of falls apart. The slapstick isn't really my thing, but it's a cute film with some great moments.
DOUBLE WEDDING is buoyed by Florence Rice as Loy's sister. I don't think Rice gets nearly enough credit. MGM used her often in these kinds of films.
Thanks for relating about Harlow's death and what was going on behind the scenes. It's interesting to know that this film and SARATOGA were in production at exactly the same time.