Thanks for the mockup, I always enjoy seeing them. I quite like your bookmark indicator icon.
I'm not entirely sold on showing bookmarks within the text, my feeling is it just doesn't gain very much, and it does have the potential to be distracting. I've implemented a variation on your suggestion for the next version though, where a different bookmark icon will be used if there are multiple bookmarks on the one line.
re: numbered bookmarks. I've previously used editors with numbered bookmarks, and my preference is for the current bookmark system. However, one of the goals for the API is to allow bookmarks to be implemented entirely via plugins, so adding support for numbered bookmarks should be possible in the future with a plugin.