ConfD does not support the use of anyxml. In general, anyxml has too much chance to be misused and abused and result in the loss of the benefits of a structured modeling language.
Section 3.2 of the User Guide:
3.2. YANG in ConfD
In ConfD , YANG is not only used for NETCONF data. On the contrary, YANG is used to describe the data model as a whole and used by all northbound interfaces.
A YANG module can be directly transformed into a final schema (.fxs) file that can be loaded into ConfD. Currently all features of the YANG language except the anyxml statement are supported.