I've just come back to Sonar X1 after a bit of a layoff. I am composing music for a horse to trot around a stadium. The owner has told me where the changes go and I placed markers at each significant point. However, the markers have all moved by several beats and I don't know how or why. Is there a way to guarantee that they will lock and not move again?

They will only move if you insert or delete time/measures in a project.

They will also move in absolute time if you play around with tempo changes, but shouldn't affect their grid position

And no, they cannot be locked but you shouldn't need to do this if you don't do any of the above.