Simple shapes and arrows would be helpful but make sure arrows can point any direction and be as thick as user requires.
I actually wanted to add the same feature request ... similar like ManyCam (Url: https://www.youtube.com/watch?v=z6GaOwXHdnI )
Until now you have to use one of these options:
https://softwarerecs.stackexchange.com/questions/80524/best-free-and-multiplatform-screen-annotation-software
Personally, I recommend OpenBoard (Url: https://github.com/OpenBoard-org/OpenBoard/releases ) or gInk (Url: https://github.com/geovens/gInk/releases )
I think something like pensela (Url: https://github.com/weiameili/Pensela/releases ) with keyboard shortcuts would be great
Example: https://youtu.be/1jZogmMgk-A?t=170