Hi @RichDoreian ...
I tested this out in my own sandbox course. I had an assignment already set up where a dummy student had submitted an image for me to grade. I marked up the image with text annotations and also the free-draw tools so that I could see what it looked like when it downloaded. I clicked on the download icon at the top left corner of the SpeedGrader (see the yellow arrow):

The image downloaded as a PDF file which I saved to my Windows desktop. I opened up the PDF file on my computer. On the right side of my Adobe Acrobat software, there is an icon to review comments:

When I click on this icon, I can see all the text-based comments on the right side of my screen that I had made on that image using the annotation tools available in the SpeedGrader.
Hopefully you will have similar tools on your computer to review the comments that you are looking for. Sing out if you have any questions...thanks!