Which queries can I see on a master proof?
When you are working on a master proof, the only queries that you can see are your own. They're shown in black with a dashed outline, to distinguish them clearly from the master-proof markup itself.
Just as when you are working on your own proof, you can choose to view queries and to use the queries sidebar to respond to or close queries. The philosophical bottom line is that queries in Futureproofs are for questions, not instructions.
Of course, by the time you are collating the master proof, you would hope that the queries have all been resolved. Sometimes, of course, that won't be the case.
Either way, it's not possible to pin queries to a master proof as you would other sorts of markup. Given that the master proof is destined for your designer, it would make little sense to include questions for anyone else! (If you have any questions or comments specifically for the designer as part of their work - as opposed to queries you wanted resolved before sending it to them - you should put these into your proof as comments.) If you want anything from your queries to be included in the master proof, you must turn it into an instruction using normal markup.
When you are viewing someone else's markup, your queries are removed from view (so you don't have two sets of black markup!). However, you will not see the other person's queries.