duh - asked and answered - 
where I said - app data...database folder.  anything that is associated with a specific book goes in there, but your only chance of a successful import is if sony reader for PC supports it, when it syncs. 
one data base for ALL books so if gets gets corrupted  you lose everything - great design
anything that is independent  of any specific  books, like a drawing or an image, is stored more obviously
ps there is also a books.db folder on the reader.
almost certainly your annotations ON THE READER are in there. you can test/prove that be removing it, rebooting reader, checking what's happened; then replace it & reboot again & hopefully you stuff comes back again
but really, you need to research evernotes - that is the robust solution and support is built-in to the T2