If one wants to keep one's privacy and use desktop software, then I can recommend Ocular, which is developed by KDE (think Plasma for Linux): https://okular.kde.org
* It's cross platform (not just for Linux) * Can read and markup/highlight: PDF, Postscript, DjVu, CHM, XPS, ePub and others.
I use it as an e-book reader for mostly books in PDF format. There are better e-book readers, but Ocular meets my needs of highlighting and taking notes in the PDF. Admittedly, Ocular seems to have some limitations with ePub files.