I messed around with your tracks. The first thing I tried was to add a new chord track using your exact chords played live through my keyboard by using a Halion 6 piano. For some reason, your bars start at -1, which I assume is possible. I tried recording MIDI chords starting at Bar 1 but Cubase snapped my cursor to Bar -1 after my recording started!! And then, my notes didn’t even get recorded! Our Cubase versions seem to be arguing with each other the same way that two Microsoft Word documents always do.
I’m at a loss, other than to say that I think the harmony function in Cubase needs a lot of work. When I did my recent project with harmonies, I used chords in the root position but even then, I had to go in and edit the notes one at a time because Cubase didn’t always follow my chord track. I would suggest you do the same. Sorry I couldn’t offer a better solution :(.