Thanks for your question! Yes, you can add a work to a permanent anonymous collection, which are collections on AO3 with the anonymous setting turned on permanently. Note that the moderator of the anonymous collection will be able to see your identity and could potentially reveal the works, but most anonymous collections have been functioning for long periods of time with no problems, and if you're really concerned you can make your own. Here's a major Anonymous Collection: https://archiveofourown.org/collections/anonymous

In this case, you can still find your work via the Statistics page, or by going to your works and clicking "works in collections", and you'll receive comments and be able to apply to them as Anonymous Creator. But the work will not appear to other users in your works and will be listed as by an anonymous author.