Is this the most anonymous way? Buy bitcoin from any exchange. Convert it to monero, send monero to a wallet, and from the wallet swap or exchange it for bitcoin?
You could face some problems depending how much Bitcoin you're buying from exchanges, most exchanges need you to complete KYC if you are withdrawing more than 2BTC per day, but if the amount is lower than that you can just buy from one of the centralized ones and then withdraw BTC to your personal wallet.
One of the most decentralized ways of buying/trading Bitcoin without having to deal with centralized exchanges is to buy Wbtc which is basically Bitcoin on ethereum network, that way not only you can hold your Bitcoin in your own Ethereum wallet, you can also trade it whenever you want on one of the decentralized platforms like Uniswap but the fees for ethereum network are really high at the moment so if you're buying/trading less than ~$3k it's not a very optimal solution.
One other way is to buy from trusted exchangers that do not require any KYC or even registration in some cases but almost all of them have higher fees comparing to exchanges, around 1% of what the total transaction is worth, you can check
https://www.bestchange.com/ for the list of the exchangers, but make sure your read users reviews and do a little test buy with smaller amount first.