Idea: A special layer group that can be shown/hidden, where you can add arrows or other visual markup to compliment comments/feedback. Should sit outside the design context in the layers and application UI. Basically act exactly like comments - but add drawing/visuals to it.
Hey @Josh_Evans, thanks for the feedback!
We’ll pass this onto the team for future consideration. Don’t forget to also vote up top! 
Our teams use votes from the community to gauge overall interest and prioritize.