Hi there,
Thanks for reaching out. If I get it, you are talking about adding an anchor point on an overlay to target a specific object on the same artboard? If yes, I am afraid that option is not available as of now, however, it does sound like a great feature request. Please post a request on Adobe XD UserVoice: https://adobexd.uservoice.com/forums/353007-adobe-xd-feature-requests
This is the best way of communicating with the Engineering and Product Management teams regarding issues and suggestions so they can be implemented in future releases.
Regards
Rishabh