Hi janhall!
I tried a few things today. I know that if you annotate a DRM-free epub in your Library, then delete it and add it to your Library again the markings are gone. The same seems to be true (test not complete) for DRM epubs that live in the Digital Editions folder on the eDGe.
I noticed that a few of my pdfs in the Digital Editions folder have annotation files buried deeper in that folder, so I am wondering if pdfs are treated differently. Haven't experimented with them yet but I will. Unless, of course, you have already found the answers!