One possible solution is to draw your own callout (unless your using the bubble one) with
the Freeform Line drawing tool (Autoshapes - Line - Freeform).  Then use right-click - edit
points to move either pointy part (which is what I think you mean when you say anchor).  If
it's the bubble callouot, you can get the effect you want by putting a slightly undersized
one under the first.

You could fake it by overlaying one callout atop another, each with their
own anchor.  Delete the outline line and color both backgrounds the same and
it looks pretty good....and you could group them together to move about
easy..........not the real thing, but close..

Vaya con Dios,
Chuck, CABGx3