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I also have XSD with default targetNamespace...
"defaut targetNamespace"? There is no such term as default targetNamespace. If you mean there isn't targetNamespace attribute in the schema, it means only the instance element is not namespace-qualified. The instance element may well be in null namespace, but in the realm of schema language construction, things can still be influenced by the elementFormDefault or attributeFormDefault setting...
If your schema defining the null namespace vocabulary is dispersed throughout different files,
you should have xs:include element(s) in some of them. If the one having the xs:include capable of tracing out the complete schema therefrom, you can choose that as your selected (targetted) xsd, and you can put the annotation there, or preferrably make out an jxb file with jxb:bindings node attribute pointing to /xs:schema and schemaLocation attribute pointing to that particular xsd. Like this.
But definitely not in every one of your xsd files!!!