Lawruh, I think I first heard of this name on this website:
http://www.babynamesworld.com/meaning_of_Anchoret.html
About 1/2 the name websites that I've seen have it. The name also intrigued me. I can't really find any other information on it. if you do a google search and Anchoret and meaning, they all say the same two things
1. it's Welsh and
2. it means beloved.
I believe it's pronounced like you guessed: anchor-ET.
I know that it's similar to anchorite and then there's the anchor reference, but for some reason I can forgive all that because this name seems really special to me.