In DraftSight, select the note and see what its textstyle it is assigned:
Then look up which font is assigned to the textstyle:
Open Document Properties for the SW doc your notes resides.
Go to annotations>Text and set the font type.
A SW tip: change the font size too, even if it doesn't need it. Reason being is SW doesn't always pick up on the font change by itself, but when combined with a size change, SW does recognize and change both type and size.
Exit the properties dialog and reopen to reset the size if it's not the right height.
Also, this change will only affect entities that still have "use document font" checked.
Transparency during mating is in SW2017, but your SW version isn't listed in your profile, so what your version is may matter.