If you want to enable anonymous access for SharePoint site published through ISA server with external URL different from the internal URL, you must enable it using the site internal URL otherwise the anonymous access option will not appear.
How to enable Anonymous access:
We have a SharePoint site created with internal URL http://anony:444 then the site published through ISA server using URL http://anonymous.demo.com using SharePoint publishing rule.
To configure anonymous access one of the steps is to enable anonymous access from advanced permissions on the top level site Site Settings (check screen shot below)
This link will not appear unless you access the site with the internal URL, here in our example is http://anony:444