First, the supplier is there to sell...so always do your due diligence before application and never go off of what they tell you. The supplier should perform an insurance verification on your behalf before the application of the product. That way if the product is used and the payer denies, the supplier will credit you the product.
The JZ and JW modifiers are for standard medicare and medicare advantage, not commercial payers. Be sure the units match the size of the product. Provide any diagnosis code that supports medical necessity, such as DM with neuropathy and/or vascular insufficiency.
If Anthem is a commercial payer and not a medicare advantage plan, most commercial payers consider skin subs "experimental" and do not cover them. Even if prior authorization is obtained and they pay in the beginning, they often recoup down the road. And finally, coding the application with the product is completely appropriate...perhaps Anthem wants an LT or RT, which is not proper coding, or perhaps they want a 59 on the application, which is also not proper coding. If you havent already called them for further direction, I would advise that...and if all else fails, appeal if able...and stop applying the product to this patient.