As you wrote, export mechanism works on XSLT basis. Also you have correctly found out that you can access XMLs, .cfgs and scripts but not .xslt files (which are compiled as GFS files). It's because we consider XSLT our critical know-how and because of that we can't provide it to public.
Also as you wrote, export works by transforming ORMD project file by several templates to desired output. You can freely add more transformations to more destinations to export script, but you can't modify existing xslt templates.
Regarding your request to extend annotations support, this isn't done by XSLT templates (as XML and YAML are) but by another complex mechanism of code parsers and generators. Currently there is support only for @ORM annotations but we have a plans to extend it to allow more customization, for example to @Gedmo annotations.
When this extension is ready, it will be possible also add more custom annotations. Unfortunately I can't promise you any specific date of release at this point.