A friend anchored to windward of me veered a lot, even with two anchors down. He commented how my boat, more exposed, sat like a duck to my two anchors. The difference was his added wind age forward.

High center cockpit boat, high freeboard and bow. My boat low freeboard and cabin and
Mizzen rigging simply acts like an arrow, with the fletching aft. If after removing any wind age forward, like furled headsails, the boat still veers, a riding sail might be the only solution(up to a point). This assuming two anchors are set.

I don't fully trust any anchor not to drag so it's reflex to me to set two anchors anytime winds become a concern.

Thanks again for dinner that night!