I think you meant private instead of anonymous. If it’s so then watch the video from Techlore on macos “hardening”. It’s really switching off some toggles and can be done in 5 minutes or so.
If you want an anonymous system then use Tails or Whonix on your Windows machine. You will have to switch of Secure Boot temporarily though. I have never used Whonix on USB though.
If you are trying to understand the difference in them , read this post