(1) When you go to the Communities page on your instance and do your search, make absolutely certain that the setting at the top is All, bc the default is Local and therefore it won't show such communities on another instance.
When I do the search for fallout76 that way, I am able to see it: https://leminal.space/search?q=fallout76&type=Communities&listingType=All . But maybe that's because you've already joined it?
Alternately, you can kinda force the community link by placing c/communityname after https://instancename/
(2) Clicking that link (https://leminal.space/c/fallout76@lemmy.world) will show no posts until someone from your instance joins, and even then it can take a few hours. Or more weirdly you could see only old posts but no newer ones. All of that is normal due to how the federation process works, trying to be efficient and only pull in content that someone on your instance has specifically requested.
But give it a few hours and you should be good to go:-).
(3) Being anonymous shouldn't have anything to do with anything. I do note though that your instance is running the latest 0.19.8, which is still in beta. Being on the bleeding edge like that, you should expect to encounter more problems than usual on the Fediverse.
As Blaze mentioned, if you want a more seamless experience on the Fediverse, then you may want to switch to one of the top 20 instances (though I see that sopuli.xyz is likewise running 0.19.8). There is no rush though, so make sure to take time to think about what you want. Fwiw, Lemmy.zip is known for gaming (though it is also running 0.19.8!?:-). In the Settings menu is an account Export & Import pair of buttons that will transfer your subscribed communities and block lists, but note that messages to your old account will not follow you over to the new.