I think he means he has say a "keyplan showing section markers" view in the model file for insertion in all his A-300 sheets, and is bringing that drawing into the master. (Neat idea having all the individual keyplans predefined in the template by the way.)
Bringing those keyplans into the master forces you to have masters for section sheets different from the masters for plan sheets different from the masters for elevation sheets etc., so I think it would be better to place each 'key plan showing whatever' drawing into the individual layouts, but other than that the section marker should display with no problem in both master and servant, right?
Also, I suspect this may be somehow related to Model View Options > Options for Construction Elements ---> Show Section Markers: (As in Settings, Normal, Key Plan), but I don't know because I never really used keyplans. Just my 2 c of confusion.