That's what I've been looking at for the last hour !
You can drag the chord down to a midi track and it will give you a midi item with those chord notes and the chord name, BUT I can't work out how to get the midi name to a marker ???????
The Export midi from Cubase is in the top Reaper track with NO markers !!!

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Cubase-No-Chord-Markers.png (191.49 KB, 98 downloads)