You don't need to manually add a `tikzmark`, instead you can accesses the node you defined with `\tikzmarkin{a}... \tikzmarkend{a}`. This is automatically located at the top left of the box:
```
\documentclass{beamer}
\usepackage[beamer,customcolors]{hf-tikz}
\usepackage{tikz}
\begin{document}
\begin{frame}[fragile]
text $\tikzmarkin<1>{a} text \tikzmarkend{a}$ text
\begin{tikzpicture}[remember picture, overlay]
\fill[red] (a.north) circle (0.05);
\fill[red] (a.south) circle (0.05);
\fill[red] (a.east) circle (0.05);
\fill[red] (a.west) circle (0.05);
\fill[red] (a) circle (0.05);
\end{tikzpicture}
\end{frame}
\end{document}
```
MWE:
```
\documentclass{beamer}
\usepackage[beamer,customcolors]{hf-tikz}
\hfsetfillcolor{structure.fg!20}
\hfsetbordercolor{structure.fg!20}
\beamertemplatenavigationsymbolsempty
\setbeamersize{text margin left=10mm,text margin right=5mm}
\setbeamertemplate{frametitle}[default][center]
\usepackage[many]{tcolorbox}
\usepackage{bm}
\usepackage{listings}
\tcbuselibrary{skins}
\tcbset{
% arc=0pt,
% outer arc=0pt,
colback=white,
}
\usepackage{tikz}
\usetikzlibrary{arrows.meta,
shapes,
tikzmark, shapes.geometric,
calc}
\usetikzmarklibrary{listings}
\newtcolorbox{mytheorem}[2][]{%
text width=7.5cm, text height=1.5cm, enhanced,colback=white,colframe=framecolour, coltitle=comcolor,
sharp corners,boxrule=0.8mm,
attach boxed title to top left={yshift=-0.3\baselineskip-0.4pt,xshift=2mm},
boxed title style={tile,size=minimal,left=0.5mm,right=0.5mm,
colback=white,before upper=\strut},
title=#2,#1
}
\definecolor{comcolor}{RGB}{10,161,119}
\definecolor{framecolour}{HTML}{009980}
\begin{document}
\begin{frame}[fragile]
\tikzset{baseline,
E/.style={ellipse, fill=blue!20, inner sep=2pt, anchor=base},
N/.style={draw, very thick, rounded corners, fill=green!30,
font=\scriptsize, rotate=0, anchor=east}
}
\frametitle{}
\addtolength{\leftmargini}{-0.7cm}
\begin{itemize}[<+->]
\setlength\itemsep{5pt plus 1fill}
\item one
\item two
\item three
\item The space usage is lots and lots and lots of bits.
\item Assuming we set something, for an arbitrary something, the probability that something's estimate is further than $\epsilon \tikzmarkin<6>{a}(0.05,-0.2)(-0.01,0.4)||\bm{f}_{-a}||_2\tikzmarkend{a}$ from the correct something is at most something.
\begin{tikzpicture}[remember picture, overlay]
\node<6>[xshift=-0.5cm, yshift=0.6cm, text width=5.9cm] (b) [N]
at (current page.east)
{$\bm{f_{-a}}$ is the really really really important\\$||\bm{f}_{-a}||_2$ is even more important };
\draw<6>[-Stealth, shorten <=1mm, shorten >=1mm, dashed]
(a.north east) to [bend left] (b.south);
\end{tikzpicture}
\end{itemize}
\end{frame}
\end{document}
```
If you would like to shift the start of the arrow further right, you could use the tikz `calc` library:
```
\documentclass{beamer}
\usepackage[beamer,customcolors]{hf-tikz}
\hfsetfillcolor{structure.fg!20}
\hfsetbordercolor{structure.fg!20}
\beamertemplatenavigationsymbolsempty
\setbeamersize{text margin left=10mm,text margin right=5mm}
\setbeamertemplate{frametitle}[default][center]
\usepackage[many]{tcolorbox}
\usepackage{bm}
\usepackage{listings}
\tcbuselibrary{skins}
\tcbset{
% arc=0pt,
% outer arc=0pt,
colback=white,
}
\usepackage{tikz}
\usetikzlibrary{arrows.meta,
shapes,
tikzmark, shapes.geometric,
calc}
\usetikzmarklibrary{listings}
\newtcolorbox{mytheorem}[2][]{%
text width=7.5cm, text height=1.5cm, enhanced,colback=white,colframe=framecolour, coltitle=comcolor,
sharp corners,boxrule=0.8mm,
attach boxed title to top left={yshift=-0.3\baselineskip-0.4pt,xshift=2mm},
boxed title style={tile,size=minimal,left=0.5mm,right=0.5mm,
colback=white,before upper=\strut},
title=#2,#1
}
\definecolor{comcolor}{RGB}{10,161,119}
\definecolor{framecolour}{HTML}{009980}
\begin{document}
\begin{frame}[fragile]
\tikzset{baseline,
E/.style={ellipse, fill=blue!20, inner sep=2pt, anchor=base},
N/.style={draw, very thick, rounded corners, fill=green!30,
font=\scriptsize, rotate=0, anchor=east}
}
\frametitle{}
\addtolength{\leftmargini}{-0.7cm}
\begin{itemize}[<+->]
\setlength\itemsep{5pt plus 1fill}
\item one
\item two
\item three
\item The space usage is lots and lots and lots of bits.
\item Assuming we set something, for an arbitrary something, the probability that something's estimate is further than $\epsilon \tikzmarkin<6>{a}(0.05,-0.2)(-0.01,0.4)||\bm{f}_{-a}||_2\tikzmarkend{a}$ from the correct something is at most something.
\begin{tikzpicture}[remember picture, overlay]
\node<6>[xshift=-0.5cm, yshift=0.6cm, text width=5.9cm] (b) [N]
at (current page.east)
{$\bm{f_{-a}}$ is the really really really important\\$||\bm{f}_{-a}||_2$ is even more important };
\draw<6>[-Stealth, shorten <=1mm, shorten >=1mm, dashed]
($(a.north east)+(0.5cm,0)$) to [bend left] (b.south);
\end{tikzpicture}
\end{itemize}
\end{frame}
\end{document}
```
