Annotate screenshots in Ubuntu when Shutter is gone—Use Krita
You can also use Flameshot if you use that tool to screenshot. Krita is better than Gimp, because you can draw ellipses directly without using selection tools and such. No arrows though as far as I have found. There might be Gimp plugins that do more stuff though.
Obviously use can use a vector editor such as InkScape, but then you have to think about preserving resolutions.