I have never had to use an impact wrench to remove the anode , however I once went through similar attempts with a push mower blade. We loaded the mower and took it to the mower shop. The repairman brought the impact to the truck tail gate and ziipp,it was loose. I owned an air compressor at the time so soon afterwards I bought a cheap impact at Home Depot. It has performed like chores a few times since. Never ceases to amaze me how it does it. Not say you should buy one unless you have other use for it but maybe borrow one or see what the rental place charges to rent one. Use caution with a torch. The anode and t&p valve have low temp melt solder in them.

Electric impact @ Harbor Freight... http://www.harborfreight.com/12-in-electric-impact-wrench-68099.html under $40 when on sale. You'll find a lot of uses for it once you have one.

Make sure you get a SIX POINT impact rated socket and not a standard rated 12 point socket... and wear eye protection.