If I put scene markers in Vegas Video in an .AVI file they "stick" when the .AVI file is brought into DVD-A. However, if I put scene markers in Vegas Video in an MPEG-2 file those markers disappear when I bring the file into DVD-A and I have to create chapter points anew.
Are you moving the MPEG2 file AFTER rendering and BEFORE adding to DVDA? The markers are stored in a separate file in the same directory. If you move the MPEG file, you also need to move the marker file or DVDA doesn't know about the markers.
jetdv is correct. You should see another file with the same base filename as your .mpg file but with a .sfl extension. This is the file that contains the markers and you'll need to copy it along with the .mpg file whenever you copy the MPEG file to a different folder.
Hint: you'll probably want to set the media explorer view to "All files" to see the .sfl files.