What we need to know is how you intend it to work. An anchor is usually attached to a boat so you can detect movement by noting the strain on the anchor or the position of the boat itself. As Tony points out and I eluded to in post #3 when I mentioned a stable magnetic environment, a magnetometer measures magnetic field so you can't rely on it detecting Earth's field in the presence of other magnetic materials.
Are you trying to find the direction a boat is pointing? If so a gyro or even GPS might work. I live on an estuary and the river outside my house is tidal, all the moored boats turn around 180 degrees each time the tide turns, is that what you want to detect?
As for voltages, most horns and alarms work on 12V and most electronic devices these days work on 5V or 3.3V. It isn't a problem, you just have to regulate the higher voltage down to the lower one and use some simple circuitry to make the lower voltage operate devices using the higher one. Regulators and driver devices are plentiful and mass produced so their price is usually very low. Normally, the 'thinking' part of a design is a microcontroller working on 3.3V and a transistor driver is used to interface it to higher power loads.
Incidentally, have you noticed the physical size of the HMC5883L? you might think twice about how to solder it before buying one!
Brian.