Anastasia said nothing beyond stating her actions. Notably, she did not announce in which phase or step she was at any point (not that I would consider it necessary in general).
She let enough time for her opponent to answer between any two actions, so I did not consider Out of Order sequencing. I think that she believed Dash returned the creature at the end of combat, rather than the end of turn (though I did not ask).
The (apparently wrong) ruling seemed obvious to me at the time. I think I was likening it to the following situation:
Augustus: May I discard?
Nero: Sure
*Augustus discards*
Nero: At the end of your turn, I
Think Twice.
Augustus: Judge!
I don't think I'd ever let Nero act, even if it is clear that he is confused on the distinction between end step and cleanup step.
These two situations are not exactly the same, as there is more communication and information transfer, but they are somewhat similar.