As you can see I am quite new here and I couldn't enter a SR anymore for questions like this. For a next time, can I directly put the question to the Pega Product Support communicty and how can I find this?
Yes, you can post directly to that community. Either click on "Product Support" in the main Mesh menu bar to navigate to the support community, or use the "Create" option in the main menu and then set the location for your discussion as " Pega Product Support".
I do not know of a Pega document on data anonymization, however I do know of many external resources on the topic. However, since I do not know the details of your environment, I would be loathe to direct you to a resource that would not be applicable to your particular situation. As details of your environment would probably be inappropriate for this forum, I would suggest that you file an SR and work the issue with Global Customer Support (GCS). I have worked with GCS on customer inquiries regarding data confidential concerns in the past and it has always been a great experience.