[Matt Cowan]

I see that this is an older thread but I had the same issue and solved it with the same method above. By default Premiere stores markers with the media. Still the case but now that behavior can be disabled and markers will get stored with the project instead.

Go to Preferences -> Media, and uncheck “write clip markers to XMP”

This will take effect for future markers but unfortunately it’s not retroactive to existing markers so you have to copy the media over for those.