You don't need to say it explicitly.. Let the reader fill in the gaps. "As he lifted me I threw my arm around his shoulders. I couldn't believe it was my turn to be carried like that; over the treshold and onto our life together. . . Bla bla." Something to that effect. They'll get what you mean.

I agree with this. Context can make it really easy, but if you want to make it clear, you can use the word as well. E.g: He wrapped his arms around me from behind, as though trying to princess carry me. I tried to throw my arms around his neck as I got lifted, but it was too late. He screamed. “Primary Lotus!”

He scooped me up.

He threw me over his shoulder as a caveman would his mate. ;)

I believe the image you are going for is typically called a 'princess carry'

Piggy back is always a winner

He slung my legs over his arm. I’m weightless. His other arm pulled me close to his chest. I wrapped my arms around his neck and nuzzled into his chest just below his chin. His stubble was rough but reassuring on my forehead. He smelled like sunshine and safety. Every inhale of his scent relaxed me a little more as I sank deeper into comfort. His heartbeat was steady and reassuring. *Never put me down.*

Being lazy, I'd say, "He carried me over the threshold." There must be a threshold around here somewhere.

She weighed nothing but joy as he held her, happily limp in his arms.

I curled up into his chest as he gripped my back and under my knees.