Thanks @wei.wang for your answer.
Good to know ML - Kibana Space integration is on the roadmap. 
My point of issue 2 was that I don't see any annotation at all, although there is definitely an anomaly. (Sry, I should have opened this in APM section)
The issue https://github.com/elastic/kibana/issues/52250 seems more about adding the annotations and plot tot the legend?