Location: L'ville, GA
As mentioned before, you can double-click on the chart and a crosshairs appears that spans the entire chart, all panes, top to bottom and right to left. It will duplicate what you posted as a snapshot.
If you want a single permanent vertical line across all panes, that just happens to be something that OT does not do. There are many, many things that OT does do which other software does not do (most of them are truly robust and worth a lot of money).
And, yes, there are some things that other software does that OT does not do (many of them are simplistic). You've hit on one of the things that has not been widely requested before. For 99% of the users, the exisitng crosshairs tool does the job.
Each pane in the OT window is essentially independent of the other panes ... the only commonality is they share the same time axis ... and in some cases (point and figure) even that is not the case.
Drawing objects, therefore, exist within a "pane" ... there is no "container" into which a drawing object the covers multiple panes can be stored. That's why the crosshairs are ephemeral.
You can, however, draw permanent vertical lines separately in each pane. If you need a permanent record of what the crosshairs are showing you across two panes, then one additional click and drag is all it takes.