When you change the speed of multiple clips, the markers go out of place.
EG. I put five clips down with markers with a speed of 50%. I used the "Go to Next Marker" shortcut and the cursor brings me to a place with no marker. I click it again, and it's another place with no marker.
THERE IS A BUG where changing the the speed of clip confuses the program to not know where the markers are and so the shortcut doesn't work.
I have just encountered the very same issue. I see that it hasn't been resolved since January. How this can be considered a Pro app escapes me.
Tom Bender commented
Markers are on the clips.
Were your markers on the clips or on the timeline?