I don't expect to run into issues as Anubis specifically looks for user-agent strings that appear like human users (i.e. they contain the word "Mozilla" as most graphical web browsers do) any request clearly coming from a bot that identifies itself is left alone, and lemmy identifies itself as "Lemmy/{version} +{hostname}" in requests.
"Yes", for any bits the user sees. The frontend UI can be behind Anubis without issues. The API, including both user and federation, cannot. We expect "bots" to use an API, so you can't put human verification in front of it. These "bots* also include applications that aren't aware of Anubis, or unable to pass it, like all third party Lemmy apps.
That does stop almost all generic AI scraping, though it does not prevent targeted abuse.
As long as its not configured improperly. When forgejo devs added it it broke downloading images with Kubernetes for a moment. Basically would need to make sure user agent header for federation is allowed.