Hi Torbin,
Zero-span mode has only partial support for SCPI. There is only commands for configuring the capture and then requesting the I/Q data. To achieve the functionality of a frequency marker, you would need to pull the I/Q data, FM demodulate it, then index your FM array accordingly.
This may be expanded in a future update, I cannot provide a timeline on when this would be available.
Let me know if you have follow up questions.