The attraction of Celeborn is sometimes hard to fathom - I sometimes wonder if "the Wise" was a bit ironic ....... but so often really brilliant clever women end up with husbands who are not their equal .....( because successful men feel threatened by women who don't need them to increase their status? Because there is only room for one really big ego in any realtionship?) and any way just about all the alpha males of her generation were either her brothers or first cousins and elves avoided marrying close cousins ..... Although Celebrimbor was quite keen wasn't he..?
More seriously .... HoME explains that in general that once they have chosen their spouse, elves are constant in their love - just as well since there is no "get out" ... and beyond producing children the marriages are rather more spiritual than physical..... so it is unlikely that Celeborn would have been terribly jealous let alone regarded Gimli as a threat ....... Gimli seems to worship Galadriel rather than flirt......
Actually if Celeborn were a dwarf he would have probably decked Gimli.... dwarf husbands apparently register off the scale for over-protective, jealous husbands
but then the m/f ratio is not in their favour......