Here is an update! If I open the sequence with a double click, markers show. They do not show, if I open the sequence via shortcut in the source window. Really weird.
This is a known issue. I'll send you a link when I get back to my PC. The workaround is to not add sequence markers until you have opened the sequence in the source monitor. Then the markers will stick. I believe they're working on a fix for the next update.
The work around for existing markers is to duplicate the sequence, open the duplicate in the source monitor, where the markers will disappear, then use the copy paste markers to sequence option (nee in 12.1.1) to get them into that sequence that has been opened in the source monitor. The markers then stick.
A staff member just posted that they have a fix that will be in the next update. As always, no timeframe. But that is good news.
Also, that thread contains more info.
The bug report on this item is here: