Who writes these headlines? English is my second language and even I can tell the participle is in the wrong place...
Trump to host gala at Mar-a-Lago marking anniversary of inauguration
You're considering the headline as following the same rules as sentence construction. Actually, headlines follow their own rules, carried over from the days of print, where column width was of paramount importance. It takes some getting used to, to read headlines.
You'll notice that the headline is written with the important information up front, and the location is pushed to the end, even though -- as you point out -- it should be earlier for grammar. Instead, a comma could have been used before the "at" to fix the grammar, but the current trend is to try to minimize comma use.