Though are there laws in Massachusetts invalidating a marriage liscence if a second one is obtained somewhere else? I must assume that there is...
There may be, but not that I'm aware of. I would expect the law to only prevent the issuance of a second marriage certificate rather than annul the original marriage if a second certificate is obtained. After all, the legal standard for cases of polygamy (say, if a husband abandons his wife without divorcing her and then marries another woman somewhere else) is to consider the original marriage legal and (still) valid and all subsequent marriages illegal and invalid. But would the second marriage be invalid in Massachusetts or Connecticut if it were legal in the state in which it were performed?
It's not clear, but the evidence points to both marriages being valid in the same-sex marriage states. For example, uncle-niece marriages are legal in Rhode Island but nowhere else,* yet all states must acknowledge uncle-niece marriages performed in Rhode Island. There is a specific federal loophole for same-sex marriage in DOMA, allowing states to refuse to acknowledge out-of-state same-sex marriages if they wish, but there is no equivalent federal statute about opposite-sex marriages (obviously). The presence of such a statute for same-sex marriage and its equivalent absence for opposite-sex marriage implies, as any court would reason, that any opposite-sex marriage legal in any state must be acknowledged as valid in every state.
*The law in Rhode Island specifically
only allows uncle-niece marriages for "religious reasons" but is frequently employed by some Orthodox Jewish communities (and maybe some other religious groups, too; I'm not really familiar with it).