I can't see all of your code, but I think the following is your solution:
Instead of using the FOOTNOTE statement, add it to you annotation. On the SGPLOT statement, specify PAD=(BOTTOM=20px) (change the value to taste) to create space at the bottom of your plot for the annotations.
I believe you are using the incorrect column name for your TEXT attribute specifications. Use TEXTFAMILY, TEXTSIZE, TEXTWEIGHT, TEXTSTYLE, and TEXTCOLOR. The easiest way to remember this is that the names line up with the TEXT function name.
Hope this helps!
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