For annotations to be visible under Groups and/or Classes in the sidebar, at least two criteria must be met, sometimes three.
- You must share at least one group or class with the other user.
- That user must have checked “Allow members of my groups to view this annotation”.
- As of recently, the text on which the annotation was made must be within the currently visible portion of the document.
That last criterion can be removed by opening the filter sidebar and clicking “Whole document” instead of “Visible portion” (the latter is the default).
I hope that helps!