There is indeed a 'day' anchorage on the SE portion of the reef, about halfway between the SE tip of the reef and the closest point of land. The anchorage is tenable because if you get close enough it's protected from all sides, except the west.

Howyever....it is now indeed illegal to anchor on the reef, and there are no moorings. Plus, it's definitely not an anchorage for the faint of heart.

If you'd like to try a different spot, other than the traditional 'anchorage', you can anchor on the other side of Pomato Point (to the west, and around the corner). It's technically not part of Horseshoe Reef....I don't think. I've anchored there lots in clear sand, and have delighted in being all alone.