OH MY GOSH, Dyer! I had the same problem this week with the table topper I just posted. It happened to me in the tan colored sashing. Please see my pic post:
http://www.quiltingboard.com/t-132285-1.htm
I had already washed (but not dried, thank goodness) it when I discovered the marks did not come out. I washed a second time with some Shout stain remover on the sashing. Then when that was done I made a paste of baking soda, Dawn and white vinegar and applied to the areas. Rinsed very well until water was clear and suds free. Then I made another paste of Oxyclean and water. Applied to the sashing, let it sit for a bit and then washed again. I let air dry to see if any marks remained. A couple did but they were so faint I'm not sure anyone would see them if they didn't know they were there.
The Oxyclean did bleach the fabric a bit. I thought it would which is why I applied every treatment to every inch of the sashing - even if there were no marks. As a result the color is even. The original color of the sashing was a light, light tan with a white polka dot. The difference is not huge but originally it was a bit warmer.
You can try the Oxyclean but be very careful. There was not too much difference in the other colors.
I too tested the chalk on my fabric. AND I used it last month on a white border with no problems. I have no idea why this happens but you can be sure I will not be using anymore yellow chalk from any manufacture. Someone at my LQS said that the set from Bohnin did not stain the fabric but I will never trust another yellow again.
Good luck to you. I know how terrible this feels.