If you use an anonymous SIM card, but a second non-anonymous card is inserted in your device at the same time, the anonymous SIM card is no longer anonymous. At least not if it is being investigated by the authorities. This is because both SIM cards share the same device and both transmit an IMEI that can reveal this. The first characters of the IMEI are often the same for dual sim devices. In addition, other details such as the simultaneous signal build-up can suggest that they belong together.
Also avoid carrying a second phone with a non-anonymous card inserted. As the anonymous SIM card moves through identical radio cells together with the non-anonymous SIM card, it is theoretically possible to determine who the anonymous card belongs to. Even if the SIM cards are inserted in different devices. However, this type of determination is more complex, as it is only based on temporal correlations and requires a lot of observation data.