There's a DLL in the ANTS install directory called RedGate.Profiler.UserEvents.dll. If you reference it in your project, you can place an event marker on the timeline by calling
You can use that to see when a particular line of code ran. This is described at the bottom of http://documentation.red-gate.com/display/APP8/Working+with+the+timeline#
Unfortunately this doesn't let you bookmark regions at this time, though we're considering adding that capability in the future.