When I drag the Midi file with chord markers into Audacity I not sure how you get the markers to labels.
In Reaper it's no problem.

You can get the chord from the musicxml in Reaper and save that to a midi file that you can include with the BB tracks to give them the marker in the DAWs.

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BBPlugin-Chord-Drag.gif (284.84 KB, 198 downloads)
BB-XML-Reaper.gif (433.91 KB, 198 downloads)