I had a similar run in with the local fire brigade. They turned up and the first thing I knew was a fire hose pointed at a fully heated forge. I quickly informed them it would not be a good idea but said that if they insisted I wanted time to get away. They left it alone and then became inquisitive about the whole activity. No trouble since :)
So many different types of steel, especially if you reuse scrap, you need to constantly practice. Even if you don't need to do a weld you need to do a practice one each fire up.
If you put thin sections in a fire with no air supplied then it will be in a reducing fire which is desirable. Its only when you pump air through a fire you get an oxidising fire.
I tend to leave the edges of my anvil alone and make mandrils for curve and angle work. That way they can be specific to the work and your anvil is preserved.