The function customAnnotations() in the code snippet below will produce this figure using add_annotation() for each specific point you'd like to annotate:

As you've specified, this produces a figure where the start and end of your specified period are annotated. Let me know how this works out for you and we can adjust it to your specific needs.
# imports
import numpy as np
import pandas as pd
import plotly.graph_objects as go
import plotly.express as px
import datetime
pd.set_option('display.max_rows', None)
# data sample
df = pd.DataFrame({'date': {3: '2020-08-03',
4: '2020-08-04',
5: '2020-08-05',
6: '2020-08-06',
7: '2020-08-07'},
'title_sales': {3: 2, 4: 4, 5: 3, 6: 6, 7: 2},
'regression_sales': {3: 4, 4: 6, 5: 5, 6: 6, 7: 4},
'causal_sales': {3: 3, 4: 5, 5: 4, 6: 5, 7: 3}})
df.set_index('date', inplace = True)
def customAnnotations(df, xStart, xEnd, yVal):
# xStart = '2020-08-04'
# xEnd = '2020-08-06'
# xVal='date'
# yVal='regression_sales'
fig = go.Figure(data=go.Scatter(x=df.index, y=df[yVal].values, marker_color='black'))
per_start = df[df.index==xStart]
per_end = df[df.index==xEnd]
fig.add_annotation(dict(font=dict(color='rgba(0,0,200,0.8)',size=12),
x=per_start.index[0],
#x = xStart
y=per_start[yVal].iloc[0],
showarrow=False,
text='Period start = ' + per_start.index[0] + ' ',
textangle=0,
xanchor='right',
xref="x",
yref="y"))
fig.add_annotation(dict(font=dict(color='rgba(0,0,200,0.8)',size=12),
x=per_end.index[0],
#x = xStart
y=per_end[yVal].iloc[0],
showarrow=False,
text='Period end = ' + per_end.index[0] + ' ',
#ax = -10,
textangle=0,
xanchor='right',
xref="x",
yref="y"))
fig.show()
customAnnotations(df=df, xStart = '2020-08-04', xEnd = '2020-08-06', yVal='regression_sales')