Adding them after the primary fermentation is complete would, most likely, preserve more of the subtle flavors. Doing so would also restart fermentation so I would wait to bottle until the new sugars were consumed by the yeast.
The flavors of honey are difficult to keep in your beer. If boiled they volatilize out. Added during the primary fermentation they can get carried out with the CO2.
Honey can be used as carbing sugar. Marshmallow? I have no idea how that would work. I vaguely remember an article in Zymurgy or BYO recently on different sugars for carbing.
Paul