First, it is necessary to define who "Bellona" is. She was the Roman goddess of war, and her husband, according to Roman mythology, was Mars, the god of war. So by referring to the man (which, as will be seen below, is ambiguous) who faced off against Cawdor as "Bellona's bridegroom," Ross means to compare him favorably to a god of war:
Assisted by that most disloyal traitor
The Thane of Cawdor, began a dismal conflict,
Till that Bellona's bridegroom, lapp'd in proof,
Confronted him with self-comparisons,
Point against point rebellious, arm ’gainst arm,
Curbing his lavish spirit; and, to conclude,
The victory fell on us.
The problem is that it is not clear who Ross is referring to, since he is describing events that went on at Fife, which is separate from the fight in which Macbeth kills the rebel Macdonwald. Macbeth, as we learn later, does not even know of the defeat and death of Cawdor until Ross tells him about it (thus confirming the witches' prophecy.) It is possible that Ross is actually not referring to an individual, but speaking metaphorically, saying that Cawdor didn't possess the military prowess to win the battle on the day. Still another intriguing possibility is that, since the battle occurred at Fife, Cawdor may have been defeated by the Thane of Fife, none other than Macduff, who would have been much displeased that the title of Thane of Cawdor went to Macbeth.