You probably forgot to check "Save Project Markers in Media Files" when you rendered to MPEG.
Fortunately, these markers are actually stored in a separate file, and there is a script that lets you quickly create this file without having to re-render. Here is the link to that script:
Make sure you don't move your files to another directory. If you do move them, then you also need to move the "SFL" files that contain the marker information. Also, don't rename the files. If you do, you must also rename the SFL files to match.
Here is the deal, if you render the project in seperate streams(M2V and mpa)
then DVDA2 will not import the markers.
If you render as program stream(mpg) no problems it works like a charm.
It must have something to do with headers or timecode in M2V files.
If you render using the DVD Architect template in Vegas, it creates an MPEG file that only contains video. I am not sure what is to be gained by rendering as an elementary stream (M2V). It should get you to the exact same place (same quality). I don't know why Vegas doesn't create the SFL files when you render to M2V.
Just use the DVD Architect MPEG2 template and I think your problem will be solved.
It does create the SFL file when you render to M2V, however DVDA2 does not work with them. Also The DVD Architect template in Vegas does produce Audio(If present in your project).
The reason I use M2V is that it saves DVDA2 from demux before remux with the AC3 file that I use(saves some time)...thanks