Marking playNote events and dealing with them later by markers

In Kontakt sampler there are two ways of marking voice events 1) parametric, using different markers, which in their turn have values; 2) non-parametric, using only different markers. So later on it’s possible to “filer out” a certain event - by its type and its value - and deal with the event as needed.

Is there anything like this in Halion?

No, there isn’t. To achieve similar result you could create tables and store note ids. Then loop through the table and do whatever you need to do with the events.