To see your own annotations, you need to search for “user:” followed by your username. Alternatively, you can click on your username on the top right side of the screen.
It would be very helpful to be able to filter by if visibility is group-level or Only Me, e.g. visibility:private.
The only way for a user to determine which of their annotations in the Public group are set to Only Me is to search by their username in an Incognito window (or otherwise not logged in). This workaround is not possible for Private Groups.