Bug: POWERLEVEL9K_DIR_ANCHOR_BACKGROUND has no effect
Setting POWERLEVEL9K_DIR_ANCHOR_BACKGROUND or POWERLEVEL9K_DIR_SHORTENED_BACKGROUND has no effect on the prompt, as shown. However, the existence of e.g. POWERLEVEL9K_DIR_ANCHOR_FOREGROUND implies that the background setting should work. Please let me know if this is intentional.
Tangential note: setting the background for the directory module caused the gap between dir and vcs (in my case, git) to disappear. At first, I thought this was related to the aforementioned bug, but upon further inspection I believe that setting different a different background means that dir and vcs are now considered distinct segments, and thus POWERLEVEL9K_{LEFT,RIGHT}_SUBSEGMENT_SEPARATOR=' ' has no effect, but setting POWERLEVEL9K_{LEFT,RIGHT}_SEGMENT_SEPARATOR=' ' works.
Everything you've described is working as intended.