I meant to put that into a code annotation, similar to the section below. Sorry if this was unclear. It's definitely valuable information and we should mention it, but I'd regard it as side content to the interested reader:
https://squidfunk.github.io/mkdocs-material/getting-started/#with-pip-9x

Ah, sorry, you mean like so?

=== "Insiders"
    
    You will need to have a GitHub access token [as described in the
    Insiders documentation] and make it available in the `$GH_TOKEN`
    variable. 
  
    ``` sh
    git clone https://${GH_TOKEN}@github.com/squidfunk/mkdocs-material-insiders.git # (1)!
    ```

    1. If you are using SSH keys for authenticating with GitHub, you can
       clone Insiders with this command:
       ```
       git clone git@github.com:squidfunk/mkdocs-material-insiders.git
       ``` 
       
    [as described in the Insiders documentation]: insiders/getting-started.md#requirements

I had to remove the line before the code snippet in the annotation to force it to be rendered inside the annotation and not as a next line. The documentation for the code annotation feature does not say anything about the rules for defining the annotation? Is this down to indentation? (may need to better learn Markdown's rules on that)

I've gone and pushed this version, hope it fits the bill.

I had to remove the line before the code snippet in the annotation to force it to be rendered inside the annotation and not as a next line. The documentation for the code annotation feature does not say anything about the rules for defining the annotation?

I think this happens because you need to indent by four spaces, not three, like so:

yep, that fixed it. It might be an idea to create an example for this that points these subtleties out? (I will try to push a branch with some examples tomorrow, I hope)