The way is that ADE automatically saves them. Perhaps you can post one of your files that you put position markers in that are not being reloaded. I assume that you are loading and saving from the ADE project file (.ad4) - this is the proper way to do it. If you load and save from the bgl file then you will lose markers since they are not part of the compiled airport. FS knows nothing about them, ADE knows all about them if they are in a project file.
Just figured out the problem, I did not check the view for the markers but when I went to test it by adding another marker it overrides the original markings for some reason (and the markings view automatically turns on). Thanks for the help!