There is no general (ie smart/automatic) way to add significance asterisks or brackets in Plotly. Use shapes for brackets and annotations for asterisks/daggers/etc.
This helper function I wrote previously for making the bracket shape may be of use to you:
function bracket(xcent, width, y, yoffset, legheight; yref="y")
path("""
M $(xcent - width/2) $(y + yoffset - legheight)
V $(y + yoffset)
H $(xcent + width/2)
V $(y + yoffset - legheight)
"""; xref="paper", yref=yref, line_width=1.5)
end