Jesus. Ok. Reading that, I have to interject with a basic tutorial of sailing in valheim because you sound like you really don't know what you are doing, and I'm not saying that with a scrap of ill will, or judgement. Read this post carefully, it WILL help you and make sailing in Valheim more fun for you.

You seem to already be aware of some of the mechanics, but forgive me if I start from scratch. If you humor me on this you might thank me later.

When you sit at the rudder (also used as a single paddle - this is no Kayak), you have essencially 4 gears: 2nd, 3rd, 4th and reverse. Two of those require wind. No 1st gear? Thats right, but I'll get to that.

If you paddle, (2nd gear or reverse) your character powers the boat (obviously), but just like in real life, your boat is still feeling the effects of wind, so paddling against it nets you 2h of getting nowhere, like trying to get a car moving in 2nd gear on a hill. (now the 2nd gear makes sense, yes?) A helpful note is that paddling backwards is stronger than forward so you can always use that to get you somewhere. Stronger, not faster. I believe that the developers have disabled the effect of wind for reverse so players would not get stuck on a shore and be helpless.
Point being, if you get stuck, go backwards.

Note: With a bit of momentum already in place, you CAN still paddle upwind. You just don't wanna. Also as a bonus tip, if you alternate between full sail and padding, you can turn your boat pretty sharply with decent speed.

Now for 3rd and 4th gear, including wind..

As in real life, the effects of wind on the boat does not work exactly as you'd expect on first glance. Wind from directly behind is *NOT* your best wind. Reason being aerodynamics, but I'll skip the science lesson and just focus on gameplay mechanics.
Top right corner of your screen you see wind direction with a circular, sand colored bar of various gradients with a wind icon showing which direction the wind comes from. What you might not know, is that in the brightest parts of the bar, the power of the wind on your boat is the strongest. Yes, about 90deg from port or starboard is the best wind you can have.
What you also might notice is that there is only about a 90deg angle straight ahead of the boat where you would not gain any wind to push the boat. ANYTHING other than that zone, would push your boat quicker than paddling (in any direction).
So, you turn your boat so the wind is just in that section --You zig-zag upwind and claim the land for the people of (insert name of country here) It is called "Tacking". Now you are on your way to the plains and riches (or prolly death, but who is going to speculate?).

BUT --HYPOTHETICAL SCENARIO--, your boat is stationery (call it Pen Duick - homophonic joke), facing full wind, and you will NOT get it moving with either sails or paddles for reasons already mentioned.. So you go backwards, WITH the wind, which gives you some momentum and also allows you to now turn your boat, which allows you to get some wind which allows you to move.


Now, to get to your original points: Why the boat has no anchor - I'm guessing it is because it is a game and the devs didn't want ro do the extra work to force the player to do the extra work, just to get the boat to stay put. Instead, you get an automatic handbrake when nobody is on the boat.
How you can fix it: Write a mod which not only codes the behaviours but also introduces the models and troubleshoot so it doesn't clash with other scripting..
That, or just accept that it isn't there -just like the 60 oars and oarsmen (average amount on a longboat) you would need to get your boat moving.