ci: Add anthropic tests

[arielvalentin]

Don't know how the generator missed these

cc: @robertlaurin

[robertlaurin]

Simple explanation on this one, the anthropic gem doesn't support 3.1

The Anthropic Ruby library provides convenient access to the Anthropic REST API from any Ruby 3.2.0+ application.

https://github.com/anthropics/anthropic-sdk-ruby/blob/main/anthropic.gemspec#L16

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[kaylareopelle]

@arielvalentin, can you take a look at the merge conflicts and the failure? I think we need to add anthropic to the new chunked CI approach and possibly skip JRuby testing.