Error: SQL linked server query failed "Login failed for user NT Authority\Anonymous"
Cause: This error usuall comes when the linked servers configured using delegation were not configured properly.
Solution: If machine A is acting as a middle server, machine B is acting as a linked server and machine C is a client in the linked server scenario then Kerberos must be configured from machine A to B and C to A to flow the client credentials from A to B. Because in linked server configuration the client and linked server uses the NT authentication (impersonated token) instead of SQL login.
If you like to know how to configure leave a message in the comments.
Cheers,