Operationally, there is no difference between any proxy and one that puports to be an anonymous proxy. All that an anonymous proxy is is one that strips out any data that might be used to track back to the proxy user (often cookies, common server headers, etc).
To answer your question, proxies.dnsbl.sorbs.net will block all proxies registered with it, anonymous or not. Now, it's possible that your understanding of what an anonymous proxy is might be different than that of mine, but I can assure you that they aren't any sort of special beast that is hard to slay. They're just proxy servers.
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