Hi,
I can’t say without a URL to illustrate the problem, but did you publish the post? Perhaps when you preview you’re just seeing the page before the marker has been saved completely.
If that’s not it, in general a good place to start is to disable all other plugins and the theme for a moment, to see if there’s a conflict.
Also, in the FAQ there’s a description of a “rocket” server add-on used by some hosts, that can interfere with rendering markers. It’s relatively rare so I’m not sure if applies to you.