Hi,
As you are tax resident in the UK for the whole tax year, you are taxable in the UK on your worldwide income. This means that you would need to declare the annuity/pension in a Self Assessment tax return.
The article 17 of the tax treaty that exists between both countries confirms that the pension/annuity is only taxable in the UK. Any tax paid in South Africa, should be claimed back by submitting a certificate of residence along with the South Africa claim forms. You can see guidance here:
How to apply for a certificate of residence to claim tax relief abroad
Thank you.