I don't know what story this is from or what is really happening; however, from what I can tell, the author uses the phrase "the annals of parental vigilance" to heavily imply that Daisy's parents are extremely rigid in how they raise her, in an orthodox fashion. "Annals" is defined as yearly record keeping, and "parental vigilance" means that the mother is one that is always watching and correcting her child (from what I can tell.
The verb in the sentence is, to follow (his father's footsteps). This verb is used as an infinitive. An infinitive is a word in the verb form that functions as a noun, adjective or adverb. Infinitives are generally introduced by the word "to".
The setting would be, on a farm
A musician
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