Actually, in Mexico, only married women have their surname attached to the husband's surname by using de. Juan Gonzalez Ramirez marries Maria Lopez Montoya. Juan remains Juan Gonzalez Ramirez. Maria becomes Maria Lopez de Gonzalez and their children are Jesus Gonzalez Lopez and Rosa Gonzalez Lopez. etc. etc.

Two hyphenateds who marry and have children could pose a problem if each kept their own names, I suppose. If they insisted on hyphenating the child's name, the logical progression would be the father's paternal surname hyphenated to the mother's paternal surname. My daughter married an unhyphenated type and took his name, so this will not be a problem for them.