I'm not entirely sure, so please don't take most of this as rock solid, and sorry if someone else has already posted what I'm about to: I haven't got time right now to read through everyone's responses thus far. I just saw the title and figured this'd be an interesting little piece.
As far as when they got together, I THINK it was sometime in the very late 90s. Prior to her relationship with Luger, Liz was married to an attorney from Florida named Gabe Lubetsky in early December 1997 in Miami, Florida. They separated not too long after that and were officially divorced sometime in April 1999. I don't know what circumstances led to the divorce, how long they were a couple before getting married, whether an affair with Luger had anything to do with it, etc. Around the time the divorce was set to be finalized, I think Luger suffered a legit bicep injury and Liz also had time off to take care of the legal matters of her divorce. During that time, Liz & Luger were in a romantic relationship, though I've no idea when it began. Just a guess on my part, I think it probably happened during her marriage to Lubetsky and is what ultimately caused the separation and divorce.
As far as Liz's relationship with Savage, every source I've ever read or seen states that Savage was very, very possessive and jealous. Bret Hart mentioned it in his autobiography "Hitman: My Real Life in the Cartoon World of Wrestling", but he didn't slam Savage or anything along those lines. He merely stated that he was possessive of her. Some of their various real life issues were used in storylines or interviews. It wasn't anything particularly overt, but it was used a little. Not long after Liz's final WWF appearance, sometime in 1992, Savage did an interview in WWF Magazine in which he thanked fans who asked about how things were and that he & Elizabeth were no longer together.
When Liz started working for WCW back in 1996, I don't think Savage was all that happy about it though, from what I understand, he was ultimately able to keep it professional. They did interact in storylines during the angle with the New World Order. When the nWo split in 1998, Liz joined Hogan's side and would accompany Eric Bischoff to the ring for a while, and she'd try to get under Savage's skin in the storyline with Savage responding that he got over her a long time ago and didn't need her. It wasn't too long after that, or it may have been around the same time, it's hard to remember, that it seemed like Savage was going into full blown mid-life crisis mode as he began using steroids to get jacked up, had gotten hair plugs and had his then real life girlfriend Stephanie Bellars, AKA Gorgeous George, coming out with him as his valet. She was about 23 years old at the time while Savage was about 46 or 47.
I think by the time Liz died, again this is just a guess on my part, that Savage had genuinely moved on emotionally. There's no way to tell if there was any personal animosity left between them or on Savage's part, but it may explain why he wasn't all that phased by her death. They'd been divorced for more than a decade by then, so it's entirely possible that whatever was once there simply was gone. It wouldn't surprise me if Savage also harbored no ill feelings towards Luger because of what happened. Liz was a 42 year old woman and it's not as if Luger forced fed her painkillers and vodka.