I had the same trouble with a blue chalk pencil on a white queen size quilt made for my best friend of 30+ years. I finished up the binding in our RV on our way to Michigan to gift it to her and was mortified when it wouldn't come out. If I were you, I would keep working it a few more times, just don't dry it. I was finally able to remove the last of the markings with a paste of spray oxy + oxy powder and got under the stitching a little with a toothbrush. I also let it sit for several hours each time. I think it finally took 5-6 washings, air drying in between. Best of luck, it looks beautiful anyway!