For what it is worth, I believe that copying files out and back into the database package is very dangerous to the health of your database. Eventually, something will become corrupt and cause problems. You’ll be much better off either exporting and re-importing them after edits, or indexing the documents into the database.
Back to the topic/question asked, the annotations/notes added by a third party app are not currently added to the text layer, so they are not searchable in DEVONthink. See Notes in PDF searchable for more info.