20C. Use of notes prohibited. The use of notes made during the game as an aid to memory is forbidden, aside from the actual recording of the moves, draw offers and clock times, and the header information normally found on a scoresheet.
Based on this I’d have to say that you can’t record possible moves that might have been made. Even if you argue that you don’t record the moves as aid to memory during the current game but to help you remember them after the game, it’s quite possible that a move that didn’t work on move 15 might work on move 18, and the note you made could remind you about it. Aside from legality, why would you want to tell your opponent what move you were thinking about playing?
“Chatty Cathy” and “Play slow” are more debatable. If you wrote them on your scoresheet before the game started then strictly speaking rule 20C doesn’t apply, since it’s talking about notes made “during the game”. On the other hand, there’s Rule 20B:
20B. Use of recorded matter prohibited. During play, players are forbidden to make use of handwritten, printed, or otherwise recorded matter.
If your opponent objected, I’d rule that nothing other what’s listed in Rule 20C should be written on your scoresheet. I don’t think most opponents (other than crazyjon) would object to “Chatty Cathy” or “Play slow”, but they might object to your writing possible moves, unless they thought this helped them more than it helped you.
Having said that, some years ago I used the time management system recommended by Rolf Wetzell in his book “Chess Master … at any age”. Essentially this involves setting goals for how much time should be spent on each set of five moves (a “quintet”). The goals change depending on how much time has been spent and whether the player is moving too slowly or too quickly. Instead of just writing clock times as the moves are played the player writes projected times for when the next group of five moves should be played, and writes things like “-8” for being 8 minutes behind schedule. None of my opponents objected to this, but if they had I think the TD would have ruled that it was illegal note taking.
Underlining move 40 or circling the number 40 to indicate the last move of the time control is so common, though, that I’d allow it even if the opponent objected.