test: check anchors.dat when node starts for the first time

Summary:
Backport of core#22118.

Depends on D10959.

Ref T1696.

Test Plan:

./test/functional/test_runner.py feature_anchors

Reviewers: #bitcoin_abc, PiRK

Reviewed By: #bitcoin_abc, PiRK

Maniphest Tasks: T1696

Differential Revision: https://reviews.bitcoinabc.org/D10960