Hi Fabrice,
No, I didn’t find any that use annotations; inline PR comments seem to be the thing everyone is using, probably for the same reasons you’re not able to use annotations in Sonar.
- Codacy: Adds inline comments and a summary commit, like Sonar used to do: https://support.codacy.com/hc/en-us/articles/207280219-GitHub-Integration
- CodeClimate: Adds inline comments and a summary commit with a nice table - GitHub Pull Requests