Menu Markers are a part of the project you are working on. They are attached to your project's timeline. You can not output a media or video file that includes these markers.
The Publish & Share options that translate your markers into scene and main menu markers are output options that include menus only: WebDVD or Publish & Share/Disc.
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About the easiest way to accomplish your desired end, would be to take the large Project, and then at the points, within the desired second version of the Project, where you wish to have Markers, Insert say 01 sec. of Colored Matte (created from the New Icon w/ a color that really stands out, like a bright lime green). We will remove those later.
Now, use the workflow that you just described, Deleting the beginning material, and ending the material (sounds like you want the new Project to come from the middle section). Remove all Markers from the Timeline, so that you have a clean slate. Move ALL Clips to 00;00;00;00.
Play the Timeline, until you come to the first Color Matte (at 02 sec., you should have no trouble seeing that), Delete that Color Matte, chosing to Close Gap (note: if you have either Video or Audio on other Tracks, "covering" that Color Matte, you will have to Close Gap manually - but as you added only the Color Matte Frames, you should be good to go. With the Gap closed, just add back the Marker to the Timeline. Repeat this process, Deleting and Closing the Gap on all Color Mattes.
As PrE does not allow for Clip Markers (like PrPro does), the only Markers available will attach to the Timeline, as Steve points out.