It is a bug. You can find your notes in a ebub but not in a pdb file. If you take notes in a pdb file it goes back to the main menu. If you take a highlight or note in an epub book, it goes to the next menu and you can choose from your take highlights out of a list.
That is at least, what I recognized. I hope it will be solved with the next update.
If you take a note or a highlight, simply create a bookmark for this site too. That way you have at least a chance to find your note again
That is at least my workaround at the moment.