Yes, it wasn’t clear… we would need a third marker named “F” for Fade, with 100 opacity, where it starts to fade until the “H” marker.
So the marker’s sequence would be:
S = 100 opacity
F = 100 opacity, and it starts to fade until the “H” marker
H = 0 opacity, until 1 frame before S
S = Goes back to 100 opacity
F
H
…
The sequence would be S F H that repeats in this order.
Here you can see the variation of the opacity would be like with more than 3 markers.