oh no, I feel your pain!!
I had the exact same problem with the blue pounce powder. It took me trying many different things to get it out.
What finally worked for me was a combination of "Mean Green" cleaning solution and Dawn dish detergent and an old toothbrush... and a lot of elbow grease.
Never again. And I will be adding the yellow chalk to my list of items to "never use on a quilt".
Good luck!!