The chases disappears from the masters

I'm trying to save some chase effects to masters on Congo Jr, and then link them in my sequences so they can be played in preprogrammed sequences during show. But the chase effects keeps disappearing from the masters when I run my sequences. Why is that? I don't wanna be forced to run my chases manually during shows, so this is quite frustrating. I have successfully saved chases in sequences before, but perhaps I did it in some other way? Suggestions please? The manual isn't helping.

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