I, too, have not had any luck with researching family in Panuco and Copala. I went to Panuco in 2003 hoping to see church records and finally get some answers. Although the church doors are wide open the parish priest is a circuit-riding cleric and is only in attendance about 3 days per month. I found out from the locals that sometime in the mid-1900's there was a devastating fire and all archival church records had burned. I don't know if it was the records for the little church in Panuco or for the bigger one in Copala, just up the mountain road.
I do hope someone answers you who belongs to your family. I have found in my research that there could be a couple of explanations for the switch in names for your grandmother. The American style is to use mother's surname as a middle name and the inadvertent switch happened when her vital information was supplied for her death certificate.
Another explanation is that she could have been an hija natural - an illegitimate child - and she was known primarily by her mother's family name.
Yet another reason could be that your grandmother simply liked or identified more stongly with her Anaya side of the family and chose to use that name instead of Morales.
Unfortunately without the definitive church records it is really hard to track down. I saw a notice that Family Search is looking for volunteers to transcribe the Mexican census of 1930 onto the 'net. They expect to put it on line in about a year. Perhaps we may be able to find more answers when that becomes available.