After an unreasonable amount of fiddling (like probably days all told).
I finally have scrnote-layer work to allow my normal float's captions to be in the margins.
And having figures in the margins with their captions immediately below them (as compared to having the captions in a separate `\makenote*`).
The key trick was updated to a very new version of komascript, and mostly gronking how the caption package actually works.