I need help on this too!
I'm having the same problem. Thank you to anyone who can help!
OK, I think I have an answer - no telling what part of my solution worked, so here's what I think.
Don't open your document, or close it. Find your filename.annot file. If you have several, they will be filename_1.annot, filename_2.annot. etc. If they are 1 KB in size, I thihnk they are probably empty. I deleted all the empty ones that were more recent than my 36 KB one. Don't know if that was necessary. Then I right-clicked the one I wanted (the 36 KB one) and used "Open with..." to open it with ADE. It opened my annotations (thank God!) and the document also.
Please post whether this works for you.
This method continues to work for me. (I didn't note before, but when you open the documents, you won't see the bookmarks until you click on the bookmark icon.)
I added more bookmarks to my original set and closed the document. To my surprise, it made the updates to the filename_1.annot folder. Since it appears that that filename is stable, I made a shortcut to it and put it in the same folder as my original document. I used the shortcut to open the file and (1) it automatically opened using ADE, and (2) both sets of bookmarks were integrated.
Don't know about you, but I'm celebrating.