Look like use 'marker' for the arrow is better:

data T; input LABEL $ Yi Xi; cards; a 2 3 b 3 6 c -4 -9 d 5 1 X -6 4 Y 5 7 Z 7 -3 ;

data anno; set t; length function style color text position $ 8; retain hsys xsys ysys '2' position '5'; if label='a' then color='red'; else if label='b' then color='green'; else if label='c' then color='blue'; else if label='d' then color='yellow'; else if label='X' then color='pink'; else if label='Y' then color='tab'; else if label='Z' then color='purple'; function='move'; x=0; y=0; size=0.1; output; function='draw'; x=xi; y=yi; size=0.1; output; function='label'; x=xi; y=yi; size=0.5; style='marker'; alpha=atan((yi-0)/(xi-0))*180/3.1415926; if xi>0 and yi>0 then angle=alpha; else if xi>0 and yi<0 then angle=alpha+360; else if xi<0 and yi<0 then angle=alpha+180; else if xi<0 and yi>0 then angle=alpha+180; angle=angle-90; text='C'; position='5'; output; function='label'; x=xi; y=yi; style='swiss'; text=label; size=1; angle=0; color='black'; position='2'; output; run;

goptions reset=all gunit=pct;

data yy; x=0; y=0;

proc gplot; plot y*x / annotate=anno haxis=-10 to 10 vaxis=-10 to 10; run;