1. Create a new work, posting it to an anonymous collection and adding it to a new series
The blurb for the series that contains only your anonymous work appears under the Recent Series section of your dashboard. (The series blurb does say "by Anonymous," but the fact that it's on your dashboard ruins that a bit.) If you follow the link, you can see the anonymous work (also correctly listed as "by Anonymous"). Ergo, it is clear you have written the supposedly anonymous work.
The series should not appear on your dashboard. It already does not appear on your Series page.
suggests we want the series to stay there so you can find it and edit it, but its presence is doing more harm than good at the moment. If you desperately need to edit the series, you can go to the work that’s in the series and follow the series link there.