Bluebeam is exactly what you want. I'm a mechanical supervisor for oilfield construction and use bluebeam for exactly what you are talking about. All of our RFIs and redlines are done with bluebeam, it's extremely easy to add any sort of notes, connotations or custom pictures.
The markups along with the document control (adding pages to pdfs, separating pages) make it pretty much an essential tool for any sort of construction IMO. Every client we have had that doesn't use bluebeam, uses it by the time the project is over.
If you have any other questions or would like specific examples let me know
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