$\def\Ann{\mathrm{Ann}} \def\Spec{\operatorname{Spec}}$
I am trying to find an example which shows that the annihilator ideal sheaf, denoted by $\mathrm{Ann}(\mathcal F)$, of a quasi-coherent sheaf $\mathcal F$ on a locally-noetherian scheme $X$, is not necessarily quasi-coherent. (I have showed that coherence of $\mathcal F$ implies coherence of $\mathrm{Ann}($$\mathcal F)$.)
The annihilator ideal sheaf is defined by
$\Ann(\mathcal F)(U) = \{f\in O_X(U)|$ $f$ kills $\mathcal F|_U\} =$
$= \{f\in O_X(U)\mid \forall \text{ open } V\subset U$ $f|_V$ kills the $O_X(V)$-module $\mathcal F(V)\}$, for an open $U\subset X$.
For an example, I took the noetherian scheme $X=\Spec(\mathbb{Z})$, the abelian group (or equivalently the $\mathbb{Z}$-module) $M$ to be the subgroup $G\leq\mathbb{Q/Z}$ consisting of all elements whose order is a power of a fixed prime $p$, say $p=2$ (this is an example in Atiyyah&Macdonald, p.74), and looked at the quasi-coherent sheaf $\mathcal F=\widetilde M$, i.e., the sheaf associated to $M$ on $\Spec(\mathbb{Z})$ (for the sheaf associated to a module definition, look in Hartshorne p.110).
Now take $U\subset X$ to be the open set $D(2)=\{q\in X|2\notin q\}$.
It is clear that for every prime ideal $(2)\neq q\in X$ we have $M_q=0$ ($M_q$ is the localization $(\mathbb{Z}-q)^{-1}M$), and thus, $\Ann(\mathcal F)(U) = O_X(U)$. In particular, it follows that $\Ann(\mathcal F)(U)$ is not trivial, since, for example, the section $q\mapsto \frac{1}{1}\in A_q$ is not the zero section in $O_X(U)$.
Why I did do this? because my guess is that if $\Ann(\widetilde M) $ is quasi-coherent, then it will be isomorphic to $\widetilde {\Ann(M)}$, where $\Ann(M)$ is the annihilator of $M$ as a $\mathbb{Z}$-module, but it is easily seen that $\Ann(M)=0$, so [if my guess is correct] we conclude that $\Ann(\widetilde M) $ is not quasi-coherent, as desired.
Do my guess is correct? if it doesn't so, do my example is correct even though?