Is there not someone in the bay who can answer this with current knowledge?
We last passed thorugh in 2007 and they claimed 'no anchors' then. But we saw (but too crowded and could not get in) many at anchor in Cala Llonga, and whilst it's not marked as an anchorage area, we dropped the hook and were joined by others (and not disturbed by officials) for a week just west of Ille de Rei.
But can someone local right now give an up to date response?
The anchoring is free in Cala Teulera and Villa Carlos, however take care in not anchor on Posidonia seaweed or the authorities can fine you with more money