45+ kts at anchor . What anchor set up to you use?
A Rocna 25 kg (the 33kg didn't fit on our bow), 75m of Grade 70 (high tensile steel) 8mm chain, and in strong winds an extended snubber from both bow cleats. In light winds only a shorter single one. This setup has held the boat in gusts over 60 knots on a few occasions.
Key is to set the anchor well and give it enough scope to work. When expecting some wind, we usually start with 5:1 and go up to 7:1 if there's room. Then you reverse on it with the engine, hard and for a good 10s or so (less hard if it's already blowing a lot, as wind pressure and engine power add up). This both sets the anchor and gives you some assurance that it will hold if the wind continues to blow from the same direction.
Also anchoring in the right bottom helps! The other thing is to avoid being near other boats, as they're the biggest danger due to poor anchoring skills and ending up dragging onto you. We haven't dragged in a while, although it can happen of course if you end up in a lousy bottom or with a pair of trousers impaled on the tip of the anchor
Diving your anchor is a great exercise and learning experience. You get to see how it has set (or if not), how far it took to do so, how deep it is and what sort of bottom it is. Often the bottom is not what people expect when they look at it from the bow, for example what looked like a sand bottom might be a thin layer on top of plate rock. If you're a good swimmer you can dive on your anchor in a storm (use fins) and see with your own eyes how little catenary there is and what sort of angle the chain is pulling on the anchor with
45+ knots is nothing unusual in the Aegean, we've spent days sitting in that in Kolpos Lakonikos while waiting for the Meltemi to subside enough to be able to round Cape Maleas and then some more on our way northwards back to the Corinth canal. Also the odd thunderstorm (common in autumn in the Med) will come with gusts of that sort, and we've had a few other places where katabatic winds hammered us at night (Sesimbra and Mullion Cove come to mind).