Notes about participants
You're on the right direction, participant notes are intended for this. But as you say, seems there is no way to show this field info on an event report.

Exists an improvement registered on CRM-20236
Include "Note" field of Registration record in event participant reports that would do what you want. If this is important for you and you don't have skills or resources to develop it, maybe Paid issue queue  could be a good way to achieve this.