If I'm on the go, I'll just take screenshots of that point in time and if I remember, I'll go back to that moment and take notes on it, google search it, or something.
If I can stop what I'm doing (if I'm on a walk), I will pause and take notes. With audiobooks, I can bookmark and take notes in Audible. I do wish I could see the transcription because I always worry Audible didn't capture the right portion of the audio so that when I go back to listen later it takes me a while to try to figure out what I bookmarked/clipped. Whereas in a physical book, I know exactly what I highlighted. Does that make sense?