Yes, Exochochromis anagenys has bred in captivity (note the correct spelling of the genus). Breeding was documented in volume 4 of the Cichlid Yearbook (1999) by Peter Baasch. He stated that their aquarium should be more than 200 cm (6.5 feet) long. After intense courtship by the male for several days, spawning occurred over the sand bottom without any nest, but "almost inside a 'cave' created by a slab placed on two bricks." Baasch felt that the eggs were fertilized inside the female's mouth, which is quite possible. Baasch did not mention his water conditions, but these should not be critical.
Michael K. Oliver, Ph.D.