I have a Kobo Aura H2O and it fits all of your requirements.
It is comfortable to hold.
It is easy to change pages with one hand. I just swipe using my thumb be it left or right hand.
I find it easy to travel with as it fits easily in my bag.
It has a very nice front light that you can change the brightness. I quite often read in bed and a do not bother my wife.
It has a microSD card slot.
You can side load no problem. I use Caibre since it can also manage your collections.
It's not limited to just buying eBooks from Kobo. You can use Overdrive eBooks.
You can annotate/highlight.
There are plenty of cases available for the H2O. Aot of people like the Gecko cases but that's just one brand.
There are no page turn buttons.
One thing not mentioned before is that the screen is 6.8" instead of 6". The extra space is very nice.
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