From mboxrd@z Thu Jan  1 00:00:00 1970
From: "U.Mutlu" <for-gmane@mutluit.com>
Subject: Re: IPTABLES + PREROUTING + --set-mark + Ubuntu
Date: Fri, 16 Jan 2015 09:15:33 +0100
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The Media Server wrote, On 01/16/2015 06:33 AM:
> OMG THANK GOD I JUST FOUND IT!!!!
>
> it was hidden and off by default!! The tcp_fwmark_accept was off by default!
>
> sudo sysctl -w net.ipv4.tcp_fwmark_accept=0

Glad to hear that you found a solution.
That setting must be a new one as my other system (Debian 7) doesn't know 
about it.