There appear to be issues with Arcpy exporting maps with annotation to PDF, JPG, etc. Sometimes the annotation gets exported with the map, sometimes it does not. I have checked the scale dependencies (there are none for the annotation), the fonts (it is just plain Arial), and everything else that I can think of. What is really curious is that if I run the exact same code in the Python window in ArcMap, it does export all the annotation. If I run it outside of ArcMap, it does not. There are no error messages, or any other indications of issues. This is really annoying and I have spent quite a few hours messing with this. This is with ArcGIS Desktop 10.5.1 version.