funny, i bought some pre-printed squares to make a quilt and washed them. it didn't say not to wash and yes, those blue markings came out!! i wrote to the company and told them they need to put "do not wash until finished" for idiots like me. They sent me some replacements. I've stitched on some but not all. time will tell if those blue marks come out!
Oxy clean is good at getting marks out. pencil ones anyway. you might try contacting the company for ideas.