A great program which I think might fit the bill and is free is Open-Sankoré - http://open-sankore.org/en
You can draw, write, take screenshots and video on a whiteboard or desktop.
Hope it helps and fits the bill for you.
I'm sure they do exist, but finding them is a pain in the butt. OneNote from Microsoft and Evernote seem to dominate the market (going as far as univesities making advertisments for them).
I personally don't use any of the software, but I found some that might be interesting to you:
I'm one of those STEM educational people out there. For my videos, I use Open Sankore as an excellent free (both as in beer and as in liberty) e-chalkboard software for Win/Mac/Linux. It also autocaptures to a podcast form, both when you're in e-chalkboard mode and desktop mode (I use it for online IDE for programming, as well as a Minecraft "Let's Play" I do on the side on a different channel.)
These "flipped classroom" videos are much more indicative of my content than the 360 videos I published the past few times. We'll be starting Stacks in our Data Structures class in a couple of weeks, but I'm trying to stay a couple of weeks ahead in production.
https://www.youtube.com/watch?v=Zm8rfrI2e3g
First half of the video is done using Open-Sankore, a FOSS e-chalkboard client. Second half is using an online IDE, Cloud9.
I would love something with the stylus-oriented interface of Windows Journal and the PDF-editing capabilities of Open-Sankoré.