When you call render
the url is already set because you are in the controller
(or the view
). So you can't add an anchor to the url at this time.
You must set the anchor before the controller is called.To do it you can set an anchor when you create the url:
$this->createUrl('controller/action', array('#' => 'the-anchor'));
You could also use redirect
to redirect the visitor to the page with the anchor
$this->redirect(array('controller/action', array('#' => 'the-anchor')));
but I think that set the anchor when you create the url is the best way to achieve what you want.