Obviously the main goal was to secede, but Maryland, being a slave owning state with many confederate sympathizers, remaining in the Union, had to aggravate the CSA, right? With Lee's army marching as far north as Gettysburg, was there ever a discussion as to if secession was solidified, that an attempt to invade and annex Maryland or parts of it with large slave populations like the Eastern Shore would be made?
They wanted Maryland, expected Maryland to join them, and deluded themselves into thinking that Marylanders preferred the Confederacy but were being held in the Union by the state and federal governments. There was a substantial secessionist minority, but no overwhelming public demand for secession. When Lee invaded Maryland in 1862, he thought his army would be greeted as liberators, but being invaded by the Confederacy only hardened Unionist sentiment there.
As far as plans to annex anything, the Confederacy had a lot of big ideas about a possible future empire. They never got close to making it happen on account of they never managed to become a country.
Stephen Sears' book Antietam touches on this.