If both are extremely safe, why does it matter if one is “safer”?
If you are worried about the felt marker soaking through the shell, look inside the shell after hatch. Or just mark on a shell after you crack and egg. I haven’t tried that but I use black Sharpie’s to mark my eggs and don’t see any ink soaking through after hatch. You might check it out Yorkshire to see what happens.
Some people are concerned that the fumes that go with the felt marker will cause damage to the embryo. I’m not at all worried about that. The fumes are so volatile that they evaporate practically immediately. I use a Sharpie to mark my eggs that go under a broody, normally making two circles around the egg, one the short way and one the long way so I can see the markings at a glance. I write on my incubator eggs so I can identify individual eggs during hatch, usually putting numbers all over them. I’ve had 100% hatch rates (and much worse) under broodies and in the incubator. I have not seen that the Sharpie makes any difference at all.
When I grew up on the farm many decades ago we did not use Sharpies or magic markers to mark eggs under a broody. All we had were pencils. If you use a soft-leaded pencil and rub lines on the eggs holding the pencil sideways to get a lot of markings on there, they last throughout incubation. If you use a hard leaded pencil and try to write on them using the point, the markings can be extremely hard to see after a while.
Use whichever method you wish. As far as I’m concerned they both work and are very safe.