Long-long time ago I got a notification from KS about the following:
1) Those who use the anchor_name attribute in their templates for XML tag "header" should enable the following OE setting: content.ini.[header].AnchorAsAttribute.
2) In eZ Publish core docs, the anchor_name attribute should be marked as deprecated.

AFAIK 1) is already mentioned in the upgrade docs:
http://ez.no/doc/ez_publish/upgrading/upgrading_to_3_10/from_3_9_x_to_3_10_y#eztoc96167_4_3

but I'd like to get a confirmation from dev before I update the docs for 2).

Related issue: http://issues.ez.no/11312

Affected docs:
http://ez.no/doc/ez_publish/technical_manual/4_0/reference/datatypes/xml_block/headings