Possibly with judicious use of symlinks, you can make the .annot files resident to Dropbox or similar, and set that up on each system -- but you will have to handle the syncing on each device yourself.
Beware -- Windows does not make file changes visible to applications when they are hidden behind a symlink, the main file must be in Dropbox and symlinked to other locations. Otherwise Dropbox will only sync when it starts up again.
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