Comparing what you see on screen to what you see in a print is not nearly as simple as it may sound. Aside from color (or more precisely, chromaticity), another key difference between gamuts is the white and black point. Similar to the differences in chromaticity between gmauts, the deepest black and the whitest white also differ in extent. This is particularly true when moving between gamuts based on fundamentally different color models, such as screen and print.
A computer screen uses an additive model that blends light, and as such, a much purer black and brighter white point can be achieved. Print, on the other hand, is a subtractive model based on reflectivity of ink off a paper substrate, and as such, the purest white and purest black have distinct limitations. Namely, the brightest white and the temperature of white is specifically defined by the tone and color of the paper used. The purest black is defined by the particular blend of inks used to make black, and their density. Neither a paper substrate nor blend of inks can ever create a true, pure white or black, and will usually not reach the same extent as a computer screen.
Soft proofing is the key mechanism by which you can normalize the differenced between gamuts in a way that preserves detail in the shadows and highlights. Lightroom currently does not offer any kind of soft proofing, however Photoshop does. With soft proofing, you can tell photoshop to render your image in such a way that it simulates the paper color, black point, and gamut of the printer, inks, and paper you intend to print on. When soft proofing mode is enabled, you will easily be able to see where your highlights and blacks bunch up and clip. An additional, complimentary mode will show you out of gamut colors. It is possible to edit an image while soft proofing, so white and black points, as well as out of gamut colors can be corrected for the particular device and paper you intend to print on.
Correcting gamut errors with soft proofing is pretty strait forward. White and black points can easily be adjusted with the levels tool. You can either directly set the white and black point by pulling their respective markers in toward the center of the histogram a little bit, until your highlights and blacks no longer appear clipped. You might also need to adjust the midtone point to rebalance the image and maintain the proper degree of contrast. It should be noted that your scene may look, on screen, like it is lacking some contrast when soft proofing, and it may appear that you are losing shadow detail in particular when adjusting black point. In general, the contrast range of print is much lower than that of a computer screen, so this is normal. When you adjust your black point up, despite the lower contrast, you will actually be preserving shadow detail. You are essentially shifting shadow levels upwards, toward midtones, and making sure they will be visible in print (rather than simply being blotchy black spots.)
Out of gamut colors can be trickier. Gamut overflow is usually caused by too much saturation, and can often be corrected by desaturating. If you enable the out of gamut comparison mode, and you only see relatively small areas or spatterings of pixels out of gamut, you can leave your colors alone. On the other hand, if you see large areas that are out of gamut, you will want to adjust your colors. If a broad range of color is out of gamut, you can simply desaturate the whole image a bit. If specific colors are out of gamut, you will want to use the color picker tool of the saturation adjustment tool to select the specific colors that are out of gamut, and desaturate them a bit. If you have to desaturate too much that you lose the kind of vibrancy you want, you can also try adjusting the hue or lightness of the out of gamut colors. Sometimes, a combination of slight adjustments to two or three of these will be sufficient to shrink or eliminate your out of gamut areas without eliminating essential detail and color contrast.
Out of gamut color can be a tricky thing. It is very important to soft proof with the proper rendering intent. If you soft proof with Relative Colorimetric intent, and correct colors with that intent, then print with Perceptual intent, your print will most likely come out very wrong. Rendering intents may also be able to take care of out of gamut color for you. If you do not see any artifacts specifically caused by out of gamut colors, such as posterization, harsh saturation cliffs, blocked or clipped colors, etc. then you may want to leave color correction to ICM, and let your rendering intent shift out of gamut colors as appropriate for your target device and paper. If you have the option, printing a sample print on a smaller paper size of the same paper type to perform an actual hard proof will demonstrate exactly how out of gamut colors will look when printed. If the print has the same issues as your soft proof, then color adjustment will be necessary to correct those artifacts. Another option for correcting gamut conversion artifacts is to create your own print profile. This requires hardware, and your own printer, so it will not solve problems with third-party printers. The results with custom calibration can be stunning, and will often preserve a wider gamut than profiles generated by a paper or printer manufacturer.
To specifically address your clipped highlights and blocked blacks problem, I would create a copy of your wedding photos, and soft proof them agains the ICM color profiles your third-party printer will be using. You will probably have to ask them what hardware they use, and possibly ask them for an ICM profile for the printer if you can not find it online. If the current prints you have appear to have correct color, I would not bother enabling the out of gamut warning mode, and simply adjust your white and black points. If your current prints do appear to have some out of gamut color issues, then you will need to be very specific about how you soft proof and correct that. You will need to know the rendering intent that your third-party printer will print at, in addition to having the necessary ICM profile. You will want to make all corrections in the correct rendering intent, if possible. The two most likely intents are Relative Colorimetric, and Perceptual, however there is also Absolute Colorimetric, which can be rather problematic.