Kudos to you for remaining patient! It's a good thing there is MobileRead to help for the lack of Sony tech support.
Sometimes you get can great help at customer support and sometimes not so great... As I mentioned previously, I use the sync collections feature within the Reader Library. It keeps the notes on my computer and my ereaders in sync. When I got my 950, I synced with the same collections that I was using with my old 900. All of my books and notes were transferred over via syncing to my 950. It was very easy.
When I had to reformat my 950 and reinstall Reader Library, I lost all of my annotations. I was lucky that I had a backup option. I actually connected my old 900 to my Mac via USB and extracted the .annot files and the <markup> text from the CacheExt file which I then copied over onto my 950. It restored my annotations!
So, the good news is that you can transfer your notes from one ereader to another by various methods that I have noted or vxf as noted as well. Some are easier than others. The bad news is that is sad that Sony support couldn't give you that same good feeling about their product!