Any song markers are usually included as part of the exported midi file. Thus should show up on import.
The Nuendo project will have been recorded at a tempo of somekind. It doesn't matter it's not an exact multiple of whole bpm's but you must know what it is so that the PT session can be set-up similarly. Otherwise the audio for your keyboard overdubs will not sync to the existing Nuendo audio when imported back. Obtaining a midi file to accompany the Nuendo audio should address this but be sure to check the import tempo tab.
Another option would be to record the keyboard overdub as a midi part and take this to Nuendo man where it can be used to trigger a soft synth or sound module. This gives you the advantage of a greater degree of manipulation of timing alongside the existing audio.
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