So the game starts talking about him (her as well?) attending a War Veteran's event. What war was this? The invasion of Canada? The American/Chinese war? Something else? I'm just curious because I can't seem to find any clues as to the answer. Clearly if this is revealed in later dialogue then please don't spoil it, just let me know it comes later

Only the male fights and it was in Anchorage and I'm pretty sure he says that in the intro

Correct. He signed up to the US Army prior to the Chinese invasion of Alaska. Which is probably why he and his wife have a cosy little home in Sanctuary Hills because IIRC the lore states that people who participated in the war effort were given pensions/support after their tour/service.

The female protagonist was apparently a lawyer (audio tape from husband after leaving the vault suggests she can "dust off her law degree" etc).

It does say "dust off" though, which means she's been doing another job for a while, which was probably being in the army too. It's stupid anyway, they should have made whichever you pick the career fighter one and the reject the lawyer one. Or made them both soldiers. Or not made them 2 separate characters and let us pick whatever their job was.