Check the following:
If you are using "Rec Run" the Markers will appear at the start of your timeline.
By default DaVinci Timelines start at 01:00:00:00 Timecode. If you've changed that to 00:00:00:00 in your DaVinci Settings (check "Preferences > User > Editing > New Timeline Settings > Start Timecode") you have to change that in the Marker for Creators Settings as well (turn on "Start Timecode at 00:00:00:00"). Otherwise you won't see your markers correctly.
If you are using "Time of Day" make sure the Timecode of your timeline matches the timecode of your Marker Session.
Also make sure you've set the correct framerate when using in/out markers.