and I checked at eps13 of the anime and I found that Marco's 3D MG was already unattached from his body, so yeah that probably explains how Annie got his 3D MG

now that i think about it… the guys that killed the two captured titans, wich one of then was probably Annie, used the Marco's gear in order to not get his own gear faulty or found out to have been used recently. So yeah… that bitch probably killed Marco too.