I've never used changelly, but ShapeShift used to be anonymous.  Now ShapeShift requires some KYC information.  Since they are merely middle-men between you and the full-blown exchanges, charging you middle-men fees as well as the fees the exchange is charging, I don't know why anybody would use them.  

If you have to submit KYC anyway might as well register to a full featured exchange, control your buy and sell orders yourself, and save money on fees.