In the past I have probably tried all the tools and marking devices that you have tried. On this large quilt I used pencil to mark the bows on the peach coloured border, and soap slivers to mark the bars/lines in the outside border. I enjoyed the "aromatherapy" of the soap, but found the lines quite wide, which wouldn't work for closely spaced lines.
I have also used the Hera marker, which I loved for working on white fabric because there were no lines to worry about removing (but I had to quilt under really good light).
But as I finish each hand quilted project I find myself starting to dread the marking of the next one.