We are experiencing some problems with anchoring at the moment, which can affect the anchoring tutorial and all anchoring situations. This issue affects anchoring when using the full chain. In this mode the anchor is not holding properly on the sea floor. As a short term fix, go to Settings and hide the anchor chain. This will make sure that the anchor works properly, but you will not be able to see the chain underwater. This should be sorted out in an update due by 7th Sept.