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looks like a really deep analysis of side notes in web design. Super interesting.

However, I do not see a discussion of side notes and SEO (search engine optimization), and the implication of using this or that technique on SEO

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There are no SEO implications, AFAIK.

it is not that simple. If you are using JS generated sidenotes, they are invisible for SEO engines.

As I understand it, any search engine whose SEO you care about will be loading web pages in a headless browser running JS these days, so depending on JS doesn't make something invisible. In any case, there is not much reason to use 'JS generated sidenotes', and I'm not sure any of the scores of examples I link do so. The sidenotes are part of the document, and get served with the rest of the document. (The ones which rely on JS are only doing so for presentation; the actual sidenotes continue to live in various span or div or aside elements that a search engine should have no problem understanding.)

Unless you have some major counterexample, sidenotes/SEO seems like a non-issue to me which really is that simple: "no".

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