Do you think this case will be anonymous as well ?
1. If i receive payment as BTC, then
2. I sell the BTC and buy Dash (using exchange).
3. I start "Darksend mixing" in my dash client.
4. I sell dash and buy BTC (using exchange).
No. It was anonymous at step 3, but when you buy BTC on exchange, the exchange can link the BTC you withdraw to your exchange account.
If you want to buy something anonymously, do steps 1-3 and buy it with DASH.