You could probably do something like the following:

Do a retrieve field values and get the account numbers.  

Then do a For Each Value for the retrieved account number.  Do your custom query but for the Value do a %(ForEachValue_CurrentValue).

Then do a routing decision if the Custom Query results = true or false.  

The True branch should do nothing since the account number is there.  

The False branch should put that number in an annotation.  Since you probably do not want to overwrite your other annotations, maybe create a token at the start called "Bad Numbers".  Then update that token with the current account number if false.

Then at the end, do something like a Add Sticky Note, the text of which is the value of the token (which should be all your bad account numbers).

Edit*  Not going to change the picture but you probably want to add one more routing decision at the end outside the For Each Value.  Since you do not want to add the sticky note to the document if all the account numbers are valid.  Maybe do another routing decision saying "if the Token for bad account numbers is empty do nothing" but "if the Token for bad account numbers is not empty then put the annotation".