<<What would the tradition or rule be about having a lion sejant erect or affronte holding an item in each paw on the shield itself?>>
Nothing to stop you doing that at all, as far as I'm aware.

Why not highlight the anchor by making it stand-out against the black wings and making the chain/hawser Argent in tincture?

I think that your Gold/Or is far too dark to be able to see things clearly and your mantling is the wrong way round - the Argent should be on the underside of the mantle and one cannot see the 'torse' where the mantle sits on the helm.

I hope that the torse is also the same as the mantling ensuring that there are only six twists alternating metal, colour, etc.

Regards,