This is something I have desired to see implemented since I first began playing Go. I know how frustrating it can be at times. Unfortunately, it isn’t big on anyone’s feature list that volunteers programming time here on OGS. Not yet 
. Up to this point the following method is the best approach I have found to being able to study privately in any match. I had planned to write up a proper guide with pictures, but I am in a rush, so this will have to suffice for now 
This approach isn’t ideal, because you cannot store study notes directly within an active game itself. However, it is a little work around that grants you the capacity to study privately with full OGS functionality.
- Download the SGF for the match you wish to study.
- In the Hamburger menu in the top left corner of the OGS website, click on SGF Library.
- Place a check in the box entitled Private collection. Then type a name in the text box directly above the text Private collection. When you are done click the button to the right of the text box that says Create collection. This will create a special folder that is private. Any SGF’s loaded within this folder will be hidden from everyone on the website but you.
- At the top of your SGF Library will be a new link for private folder you just created. Click on that link to enter your new private collection folder.
- Once inside the private area, click on the Upload button and select the SGF you wish to study.
- Once the upload finishes, you can click on the link for the SGF that appears. It will load up and you can treat it like a normal match, sharing variations in chat, and writing down any notes you desire.
It is a bit of a hassle having to leave a match to study a private version of any game. When I use this method I have two tabs open at the same time side-by-side, allowing me to study my private SGF and the active game itself.