So the basic principle is that the chapter/annex/appendix numbers that need to appear in the page number must be using the 'Heading x' series of styles. Since you apparently want to reset the Annexes and Appendices counts after each Chapter you need to include the chapter number as part of the numbering for both the Annex and Appendix. This means that your example should have read:
2-B-3-2 would be:
Chapter 2
Annex 2-B
Appendix 2-B-3
Page 2-B-3-2

If you setup your numbering this way then the rest of it is easy. This makes logical sense since the numbers of each Annex and Appendix should be unique in the document ie instead of having two Annex B's, you actually want Annex 1-B and Annex 2-B.

Next, you need to configure the page numbers to include the heading numbering as part of the page number. Whilst you can do this with a normal page number preceded by a styleref field, that won't put the heading number into the TOC page numbers. So you need to put section breaks in front of each Annex and Appendix heading so the page numbers in that section can be configured correctly.

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Andrew Lockton
Chrysalis Design, Melbourne Australia