Unfortunately at this moment there is no way to set the Annotations with Binding. As to your second question - there is no known performance impact on our Chart when there are many MarkedZones on the Chart Area.
the Telerik team
Do you want to have your say when we set our development plans? Do you want to know when a feature you care about is added or when a bug fixed? Explore the Telerik Public Issue Tracking
system and vote to affect the priority of the items