Annotations are really difficult to transfer. The best way really, is to use the Kindle app and sync annotations between devices from within the ecosystem.
There are setups ranging from the simple to the exotic for extracting annotations from various sources into text files or calibre metadata columns, but very little for importing them.
Any one service will usually have a way to transfer annotations between the different available apps/devices, but that's about it.
You can embed a metadata jacket with calibre, that contains custom columns and shows up as a page in the book. Does that help?