I usually have more than enough time to scoot from the helm to the foredeck to let got the anchor. More wind just means it's easier to set. It's the recovery that starts to be challenging. Theoretically, and according to many manufacturers, you should not use the windlass to pull the boat to the anchor. Well, I'm here to tell you that I do it regularly. Perhaps some time I'll pay for my sins. However, as the wind increases in an anchorage it becomes increasingly necessary to motor ahead to keep the strain off the windlass. That becomes problematic when you're alone. I don't have the fancy remote throttles/helm controls of the big boys. I'd do it it sections, motor well ahead over the anchor, run like heck to the bow and pull in the slack, make it off before fully loading up the windlass, lather, rinse, repeat. It would not be fun, even less so in a crowded anchorage. It wouldn't be a problem if I had all chain. However, I'm mostly rope with 60' of chain. The rope feeds 'most' of the time but frequently piles up or fails to self stow at least several times during the process on a good day and the rope/chain splice is about 50/50 on whether it will self feed. Essentially, I've just gotta be there watching it.
Again, it's all do-able, but less fun to downright hazardous under adverse conditions, especially alone. C'est la vie. I could go all chain and that would be a great help and I'm tempted but the whole weight issue for a multihull deters me.