IMO, Captain Wentworth would have gone alone to ask Sir Walter for his daughter's hand, because that's generally the way it was done in those days. I only suggested that Anne might have asked her father's permission herself because I suddenly thought she might feel she knew how to approach him better, but really, I think CW would have done it alone.

Yes, if we look at JA's other novels, I'm sure CW would have proposed to Anne first and gotten her answer before going to see her father, but this would have been not more than a few days, IMO, after the proposal. We know from "Emma" that JA's contemporaries considered a secret engagement not only misguided but downright wrong, so I doubt CW would have thought of putting Anne through this.

When the engagement was finally broken, CW would have already known Sir Walter's attitude, since he would have experienced it first-hand when he originally went to see him, and I'm sure he would have known Lady Russell's feelings by then as well. Don't forget, Sir Walter didn't actually say no; he just made it clear that he was against the idea. Likewise, Lady Russell didn't thunder "I forbid you to do this", she just gave Anne all her arguments against it, so in the end it was still up to Anne to actually break the engagement, which I'm sure she did in private.