Server A and B have the same IP address with anycast. Server B connects to the origin server that is very close to server A and very far away from server B, since server A is closer, the response will be routed back to server A, isn't it possible to always route this type of requests back to server B, since server B initiated the connection to the origin server?
There was an answer to this question here:
You don't initiate a connection from an anycast address to any old address on the Internet. Anycast addresses are destination addresses. If a host with an anycast address needs to contact a different host on the Internet, it uses a non-anycast address, either with a secondary address on the interface, or, more likely, a different interface.
I'm asking if there is a protocol other than TCP which can send some flag or static route itself so the origin server knows which route to go back answering the anycast address?
You always have to send from a different IP address?