Not an anchor alarm, but something like the Garmin inReach would allow you to monitor the boat's position while you are ashore if you can't maintain eyes on it or a proper watch. Can share the tracking link with anyone. Ping's satellites for position every 10 minutes, and it has plenty of battery life. Just need wifi/cell service on your cell phone. Device is ~$350 and you can pay $15/month for the service. Believe there is a more expensive plan to ping more frequently, every 2 minutes. Also has SOS and texting features.

There may be a more appropriate marine-type device that does something similar, I'm just not familiar with it. Concept would be the same. If the captain of the Sunsail cat were checking the tracking app every so often, they would have seen the boat adrift and could have taken action to organize a recovery.

We just used the inReach for a backcountry trip in the Grand Canyon and it worked great. Friends/family had fun tracking our progress.