I agree with Line that Sir Walter had been approached (I've always assumed that it was by the man at this time in history - but I don't know that for sure) and had agreed with very bad form and that Lady Russell brought her thoughts up privately to Anne.

it might yet have been possible to withstand her father's ill-will, though unsoftened by one kind word or look on the part of her sister; but Lady Russell, whom she had always loved and relied on, could not, with such steadiness of opinion, and such tenderness of manner, be continually advising her in vain. She was persuaded to believe the engagement a wrong thing . .