Added support for 1.21 (Note: backwards compatability is not planned).
Markers use a 'data' NBT component called "spawnData", which transforms the marker into the 'id' specified, with 'entity_data' as the entity's data.
Spider Jockey Example:
/give @p skeleton_spawn_egg[entity_data={id:"minecraft:marker",data:{spawnData:{id:"minecraft:spider",entity_data:{Passengers:[{id:"minecraft:skeleton",HandItems:[{id:"minecraft:bow"}]}],active_effects:[{id:"minecraft:strength",duration:-1}]}}}},item_name='"Spider Jockey Spawn Egg"'] 1
Or with just the 'data' NBT:
{spawnData:{id:"minecraft:spider",entity_data:{Passengers:[{id:"minecraft:skeleton",HandItems:[{id:"minecraft:bow"}]}],active_effects:[{id:"minecraft:strength",duration:-1}]}}}