Yes I did.
Here is what I encounter:


I cannot draw a border with no infill with this set of options.
I know that I can work around this in five steps, yet this was the point when I decided to simply create a still and add a circle in Adobe Illustrator.
 

@VT_91 You've got Cookie Cutter on a yellow solid event? you have to put your media in there not yellow if you want it to look like no infill, Cut either side of the event where you want the circle, then apply Cookie cutter to that

Edit - you can add Cookie Cutter to an Empty Event on the track above, Add a video track then right click, Add Empty event, drag Cookie on to that,

@VT_91 Without using masks that i don't think will work too well i can't think of a way to animate it just using Vegas stuff, Sorry didn't mean to give you false hope or mislead you, I did that in the vid with Boris's Title Studio, I'm sure there's cheaper plugins that will do 🤷‍♂️

https://borisfx.com/products/title-studio/?collection=continuum-premium-filters&product=continuum-filter-title-studio

Is there a way to lock markers to a specific video track on the timeline instead the timeline itself?

@VT_91

You can use the Auto Ripple feature options to leave markers linked to Timeline events.

Is there a way to mark a piece of inserted video with a marker in such way that the marker would always stay with this piece of video?

Vegasaur It does this easily, but it's a paid extension. In addition, Vegasaur can also do the reverse and extract the media markers for the timeline.

You can download a trial version of Vegasaur at this link: https://vegasaur.com/

Without Vegasaur, the best option at moment for you is the tip of the @gary-rebholz

Good lucky!

@joelsonforte.br The Vegasaur vid looks very similar to what Vegas does in the Trimmer, it puts small markers on the events, but in Preview mode can you jump to those makers Ctrl+Left/Right & does the cursor snap to them? Vegas will only snap & Ctrl+Left/Right to jump to a marker in the Trimmer window.

But i do like that Auto Ripple moves them, shame you have to have that on for them to stick.

but in Preview mode can you jump to those makers Ctrl+Left/Right & does the cursor snap to them? Vegas will only snap & Ctrl+Left/Right to jump to a marker in the Trimmer window.

@Former user

Just you use Promote Media Markers option which converts Media Markers in Timeline Markers. Then just use the shortcut Ctrl+Left/Right to skip the markers and see the parte of video corresponding to marker selected in Preview Mode.