If reading the forum on the anonymous site, links in posts (to author pages or story pages, for example) take one off the anon site to the main one. Can this be addressed, please?
If the href in the html omitted the https:// and the sitename, and instead started with //, I think all browsers substitute the root part of the url of the current web page for the double-slash, so visitor stay on whichever site they are on.