Annotation in 'spherical' projections
As is, we cannot annotate 'spherical' projections. We can see that in the CookBook example for the Orthographic projection where, although the use -B (-B15g15) seams to imply that is possible, the plot shows otherwise. Full hemisphere plots are perhaps not the best example, but restricting to a smaller region with 'horizon', as the example command below, shows nicely how annotations are missing.
pscoast -Rg -JG46.8/79.5/20/13c -Di -A5000 -G200 -W0.5p -Ba15g15 -P > lixo.ps