Design Spike: Stop users accidentally losing highlights when not logged in

_Originally reported as hypothesis/h#3010 by @seanh._

### Problem you are trying to address with this feature

If you have the h extension activated but aren't logged-in then when the sidebar is closed (its default state) there's nothing on screen to show you that you aren't logged in.

If you make a highlight, it looks and behaves exactly like making highlights while logged in, except that the highlights are not saved.

If you then close the tab or go to another page, you lose the highlights.

Additionally, "You must login to create annotations" annotation cards are created in the sidebar for each highlight that you created. You probably won't notice these as the sidebar is closed, and even if you open it they may be scrolled off screen.

### Your solution

I'm not sure what the correct behaviour here is, but the existing behaviour is clearly terrible, needs discussion and design.

No files, tests, or entry points are identified. Start by reviewing the reported unauthenticated highlighting flow and the sidebar behavior, then clarify the desired user experience with the project maintainers. Done means an agreed design for preventing users from losing highlights and for communicating the login requirement.

Written by the indexing model from the issue text.