I have one Note file called Notes test. It is shown in the Visual filters menu of resources that have no annotation/highlight in the file and the Locator bar menu will list Annotation when the note file is selected.
In my Layout the only resource affected is LGNTI but Bible Commentaries are affected + Bible Notes and other Bibles ==> PRESUMABLY because they all have Bible indexes!? My annotations, however, are specific to the ESV + NASB95. This does not apply to resources with English Headwords as it is limited to the resource in the Note file.
The above appears to be true for v4.3 except that the Locator bar menu does not indicate any Annotation/Highlight!