Anderson was released from Maghaberry on Monday to attend his father’s funeral in Derry, but absconded from his court-approved chaperone.
It is unclear who that chaperone is or what powers, if any, were given to that person.
The funeral took place at St Mary’s Church in the Creggan area on Monday morning followed by cremation in Letterkenny, County Donegal, that afternoon.
It is unclear if Anderson had been granted permission to cross the border to attend the cremation.
On Tuesday, Justice Minister Naomi Long said the prison service had turned down his release based on a risk assessment.
That, she said, considered the risk he posed to public safety, as well as the likelihood of him absconding or re-offending.
“The prison service, having conducted all necessary checks and assessments, concluded that this prisoner was not safe to be released on a temporary basis,” Long said.
“However, the decision was subsequently set aside by the court”, Long said, despite the prison service having “resisted it strongly” at the judicial review.
On Wednesday, the Police Service of Northern Ireland (PSNI) confirmed that Anderson was last seen in the Eastway area of Creggan in Derry.
They also confirmed that they were liaising with An Garda Síochána.