Everything should be anchored, if it is anchored already there shouldnt be a reason for this to happen, would you like to provide the file so i can look further on it?
Best way I have found is you add a weld constraint to an individual part and then in the properties tab you add the other part. Do this so eventually all parts are welded
The esiest way to weld parts is by a plugin: Constraint Editor (by Wunder_Wulfe), how to use it? - just select all the parts u want to weld and click on plugin for welding