] Realizing Catherine never shuts up and can't accept 'no', Lady Anne may've given a non-commital reply like 'possibly' or 'if they feel inclined it could be advantageous, more tea?'

What makes you think Lady Anne's reply wasn't "I think that would be an excellent match from every point of view. Once the children get a little older, we must strongly encourage it"? Darcy could have been as young as 12 when she died, so she might well have thought there was plenty of time to do something official, or at least to strongly encourage the match.

We know very little about Lady Anne, and as you point out, she did not put her wishes in writing in any official way, so I think it is impossible to do more than speculate about what her opinion was. However, there are a couple of suggestive pieces of evidence. One is that Wickham knew about the supposed engagement. Wickham has no connection with Lady Catherine, so he must have heard about it through Lady Anne's side of the family. While it was obviously not an official engagement (or Darcy would not have considered himself free to propose to Lizzy), it seems to have been something talked of openly enough that the son of Lady's Anne's husband's steward knew about it.