Liberty is a more general term while anarchy, in its original and more accurate usages ( e.g. it does not really mean some kind of violent chaotic social disorder ),
is more specific, i.e. "freedom from state coercion". 

So you no doubt would feel that states/governments have the right to limit the ability of its citizens to purchase weapons?
An anarchist may ask if you truly have something like liberty and freedom if states determine for you what you can and
cannot own... while giving themselves the right to own and use weapons and violence as they pretty much please in the
maintenance of their own power and control.