Hello: It’s a strange problem. There should never have been a chemical smell from the heater as it’s basically just glass the water is in contact with. As to the anode switching, I’d just remove the anode and plug the tank for a few days to see if that has any effect. If it does, there might be merit to the argument of switching anodes. If not, the problem is elsewhere. I would test the water indoors where you use it; both hot and cold. This will help you to know where the problem lies. It would be useful to look over the results you did get.
Is there any other treatment you do with the water… softening, filtering etc? What else changed? Is there new piping, toxic waste storage, or… ? 😉
ps. Why did you convert from gas? Is there chemical sensitivity going on?