Speaking of YuJa, it's the tool ConU uses at an institution-level for lecture capture (replacing Panopto) and they integrate the videos in Moodle. The idea is to either capture your live lecture and distribute it as-is so that learners can go back to it... Or create clips “asynchronously”. Even in remote learning, there's a lot to be said about the flipped classroom. https://www.youtube.com/watch?v=guA21RgRcSg&t=91s

As for video annotations in YuJa, there's a toolbar.

While I personally agree that "learning by doing" is perhaps one of the or even the most powerful forms of pedagogy, a very large part of current and historical pedagogy does not really engage doing. So either not ALL learning involves doing, or the majority of education that happens without doing doesn't involve learning.

Do we want to Replicate, or do we want to break new ground here? SAMR Model

However, I've searched this document and there is not a word about annotation...

short list of good small and medium sized strategies to engage students in active learning