It is a known quirk of DVD recorders in general. There are two types of recorder: those that record directly onto a DVD, and those that record to a HDD first, let you edit the video, and then make a copy onto DVD. The simpler machines (like your Toshiba) that record directly onto the DVD are often limited in how much customizing they can do that will carry over when the disc is played on other hardware. Custom chapter points usually get "soft coded," which means the recorder detects those first and uses them, but riding underneath are "hard coded" conventional 10-minute chapter stops formatted so any hardware can detect them. These "hard coded" standard chapter points will override any custom chapter marks when the disc is played outside the recorder that made it.
There are exceptions, of course: some direct-to-DVD recorders can make permanent custom chapter points that "stick" when played on other hardware. Your Toshiba's instruction book is very confusing on this subject: it says custom chapter points can be created on +R discs and played by the recorder itself, but is very vague on whether the custom chapters will be picked up by other DVD players. Reading very closely, you can see the instruction book prioritizes the use of VR-formatted -RW and regular +RW "erasable" discs for all custom features. -R cannot be customized at all, and +R customization will apparently only be detected by your Toshiba and overlooked by other DVD players. You might need to switch to +RW discs, or use a computer program to make copies of your +R discs and create permanent, priority custom chapter marks on the copies.
You might want to consider buying a DVD/HDD recorder if you will be doing many such custom discs. At the moment these machines are sold out everywhere, but in a couple of months Magnavox is expected to release two or three new models. With a DVD/HDD model, you record the video to HDD first, and can make all sorts of custom edits. When you're ready to make the final DVD, it copies at high speed from HDD and your DVD is finished about 15 minutes later. All DVDs produced this way will have permanent custom chapter marks that will work the same on any player. The Magnavox units are made by the same mfr that produces the DR430 for Toshiba, so the remotes are very similar and the two brands operate almost identically. Think of the Magnavox as a Toshiba DR430 with a tuner and HDD added on.