I've recently written a how to in how to synchronize kindle books. It's in the revising stage so I should post it in a day or two. It's been years since I used the kindle desktop app, but back when I tried using it it did not support annotation.
The only way I can think of where the annotation system is standard and works on any platform or tool is with PDF. I'm able to annotate from my Linux desktop, phone, tablet on the same files and modify annotation made from other tools