Latin margo means “edge, border”. The margins of a pageThis is a sidenote with a long text intended to catch overlapping. are the white spaces at the edges of a page around the text. Because pages are rectangular, there are the side margins (left and right), the top or upper margin, and the bottom or lower margin (also called the foot(er)).

A marginal (plural marginalia) is something written in the margin of a page, usually a note. A note is a remark.

A side note is a note written to the side of a text, so it will be in the left or right margin of a page. This term is also used figuratively to mean any remark of lesser importance in speech.

An annotation is any note added to a text, so it can be anywhere in the margin (usually side notes or foot notes), or between the text (inline), or even hanging outside the page (such as in an attached codicil or post-it), or at the end of a chapter or of the book on separate pages (end notes), or even conceivably in a different booklet.

Typically, notes are placed as closely as possible to the text that they are relevant to, which can be a word, a sentence, a line, a paragraph. When the note is not inline, a little mark is usually placed immediately after the relevant text, such as a number, an asterisk, or a cross; this mark is then also added to the beginning of the note, so that one can easily find to which text a note refers.

So a marginal is usually a type of annotation, and a side note is usually a type of marginal. The only theoretical difference is that a marginal could in theory be something other than a note, such as a curse or a drawing; but, in your context, it is safe to assume that marginalia are notes.

In your examples, the meaning of notes would overlap with all of these three terms, so I don't really see them fit into the blank space in your example. Can you explain what it is you want to say, exactly?