In my opinion, confidentiality means information that is not disclosed due to legal or moral reasons (e.g. documents about an ongoing case), privacy is information that is not disclosed due to personal or ethical reasons, and anonymity is information relating specifically to your identity that cannot be disclosed (you are “anonymous”)
There can be some overlap (e.g. in an ongoing court case, leaking a suspect’s name would violate confidentiality AND privacy, since it is legally and ethically bad)
You can have a whole debate about morals vs ethics, what means what, but I am taking morals as legal/formal obligations and ethics as a more informal “do the right thing”.
In my opinion, confidentiality means information that is not disclosed due to legal or moral reasons (e.g. documents about an ongoing case), privacy is information that is not disclosed due to personal or ethical reasons, and anonymity is information relating specifically to your identity that cannot be disclosed (you are “anonymous”)
There can be some overlap (e.g. in an ongoing court case, leaking a suspect’s name would violate confidentiality AND privacy, since it is legally and ethically bad)
You can have a whole debate about morals vs ethics, what means what, but I am taking morals as legal/formal obligations and ethics as a more informal “do the right thing”.