I have a similar workflow and I'd like to know how sophisticate is your requirement for annotations, because I solve that part kind of smoothly with Excalidraw
The main use case I'm targeting is for people creating documentation/manuals who want to annotate screenshots on the spot without switching to another tool.
The goal is to keep everything within the same workflow - capture, annotate, and save - all in the sidebar.
I'd love it if you could give it a try and let me know what you think!