Ch 37:
"Their first subject was the diminution of the Rosings party. "I assure you, I feel it exceedingly," said Lady Catherine; "I believe nobody feels the loss of friends so much as I do. But I am particularly attached to these young men, and know them to be so much attached to me! They were excessively sorry to go! But so they always are. The dear colonel rallied his spirits tolerably till just at last; but Darcy seemed to feel it most acutely; more, I think, than last year. His attachment to Rosings, certainly increases."
Mr. Collins had a compliment, and an allusion to throw in here, which were kindly smiled on by the mother and daughter."
Hmmm.... obviously Anne wasn't adverse to the idea of marrying her cousin. I think this is about the only indication we get of her thoughts of feelings on any subject! Did she really like him, or was she just glad to think of getting away from her Mother??! I get the feeling that she doesn't get out much, being in such poor health, so I wonder also if it is relief that she has almost an arranged marriage? She doesn't have to go out on a Husband Hunt!
This also seems to imply that Mr Collins knows about the "engagement" even though it's rather Lady C's wish as Mr Darcy doesn't seem honour bound to Anne in any way. Mind you, one can imagine Lady C boasting about her nephew. She must have been fairly explicit, because Mr Collins is hardly the brightest bunny in the hutch.... Mr Bennet's fun-poking at Longbourn pass him by completely!