I want to marry this lady. Initially, she was interested, but after many problems, she gave up, saying she will marry me only if Allah wants it to happen. I want to make Dua to Allah for us, but am I setting myself up for disappointment?
Bismihi ta'āla
Yes, you are setting yourself up for disappointment. You cannot force yourself onto someone, especially if it seems they are not interested. Your dua to Allah ta'ala should be in asking Him to do what is best for you, and for you to evaluate the situation using reason and common sense.
And Allah knows best