I mean YOU add margin notes. You come up with your own system.
For me, I’ll add a (1) in the text of a paragraph, then beneath the paragraph in double brackets I’ll write a note. And when it’s in .txt, all the Unix tools like awk, sed, cat, etc, work. 

 Fair enough! Yes I do that, but thought there might be something integrated and fancy! 

 I get that. Nothing wrong with well built tools.
I just personally have an affinity for old school, manual minimalism.