Your envelope information is recorded. That is true in all states. But that is a separate issue from the ballot itself. In most states, as far as I am aware, the ballot is segregated from the envelope and there is no way for anyone to tie a particular ballot to a particular voter for privacy reasons.I don't know exactly how it works but clearly they can still tie some information to the ballot - that's how you have the website that can tell you if you're on the challenge list from Griffin's campaign.
I’d be surprised if there is some sort of numbering system that ties a specific ballot to a specific envelope. That would mean that election officials could figure out who someone voted for, which could open the door to extortion and other nefarious things.