No, split markers are combined End and Start markers, so that wouldn’t make a difference. If the wizard in WL says the CD is OK, it should play in all players. The only thing left is the CD-media used. Not sure if it should still make a difference these days, but I always use Taiyo Yuden made CD-R for masters, and TDK or other ‘real’ brand media for other burns.
Because Wavelab does nothing behind your back. If you convert audio to 16/44, the resulting temporary file will be that in WL and then has to be saved as that by the user. If you save directly as named file, you have to define the resulting file’s properties - even though you already defined the properties of the conversion.