When you devide 1 "clip" in more than one those are called "events" when placed on the timeline. To be able to tag those events individually you have to make of all those events first subclips by selecting them all on the timeline, rightclick and choose "Create Subclip". Those subclips show now up in your Project Media where you can tag them.
Regardless of how many selections you make from the original event on the timeline, ultimately, it is still the one event. One way to get around this limitation is to make intermediate renders (MAGIX Internediate or Sony XAVC/XAVC S Intra) for each of your selections on the TL - they then become individual and separate events each of which can then be tagged individually.
Sorry j-v, your reply wasn't there when I checked just before I posted. Anyway, we're both saying the same thing.
@j-v ... oh come on. Was that comment really necessary? To get over the pernickety bit, both of our approaches end up with a similar result. My abject apologies for my failings.