Package to draw visual explanations?

Question

I am looking for packages to write visual explanations of algorithms and math stuff. My main question is:

Do you know any packages that do any of the examples below?

I would like to do what is done in the image below but with highlighting and pointing arrows instead of colouring the text.

https://agilescientific.com/blog/2020/2/25/visual-explanations-of-mathematics

Here are some other examples of what I am looking for:

https://arxiv.org/pdf/1511.03908.pdf

https://openreview.net/pdf?id=pW--cu2FCHY