I am not very familiar with QCP, but it looks like QCPAxisRect is what manages both the set of one or more QCPAxis instances and a QCPLayoutInset. It looks like this latter could contain just about anything, so I would look there to see if you can add your floating label to that.
At worst, you could move your labels so that they are drawn at the intersection of the crosshair instead of at the borders of the plot.
There is a QCustomPlot forum which might be a better place to ask your question. In fact, the very last post (yesterday) sounds like it is exactly what you are asking here and could even be you, cross-posting.
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