It would be helpful if Wavelab had an ‘Import Markers from CSV file’ function (it can already export markers as a CSV file).
Another solution is for Nuendo to export markers as XML files in the appropriate format for import into Wavelab, since Wavelab already has an ‘Import Markers from XML file’ function.
AFAIK currently the only way to transfer markers from Nuendo to Wavelab is using AES31. Markers are not embedded in the wav/bwf files.