Anonymous feeds and a feeds market

Has there been any considerations on allowing anonymous feeds for example through some kind of reputation system where feeds would probably need to lock/stake MKR?

Also if anonymous feeds were enabled one could imagine that an open feed market would also be possible? Has something like this been considered or is this not feasible in the context of MakerDAO?

Yes, this has been considered a lot and for many years. However it would be a big and long term project and likely its development would fall under the scope of the community itself through the long term mandate and roadmaps for future governance-elected Oracle Teams.