I just ran into the same problem. I exported a quicktime movie from fcp 5.1.4 and selected all markers. None of the chapter markers showed up in dvdsp 4.1.2. I searched and found the question posted by others but no answer except the obvious suggestions. (Yes they were indeed chapter markers, yes they were sequence markers not track markers.)
To add a bit of information that might be helpful, I found that if I selected export 'chapter markers' rather than 'all markers', the chapter markers show up in dvdsp no prob. This of course leaves me without the compression markers that I added but may add a bit of info to help figure out/work around the problem.