If it was a B&N book, all of your highlights/bookmarks/notes should have reappeared. If it was a sideloaded book, and you were using the B&N reader to read them, those dont sync to anything that I'm aware of. So, no, there was nothing you could have done in advance to save them (or export them.)
If you're going to be sideloading a lot of your books, you might want to check out Mantano Reader on google play store. Has the ability to export your highlights and notes. (Supposedly you can sync to ADE on your computer as well, but I've never really tried it.) MR has its own quirks, but they're worth figuring out if annotating is important to you.
Hope that helps.
I have found that, for B&N bopks, highlights/note only back up (or share among devices) if one downloads & uses Nook for PC. I don't know about sideloaded books.