Can a pager item point to an anchor on the page?
Have you looked at theme_pager_link in Drupal 7. Your site's theme can customize any pager link by implementing YOURTHEME_pager_link and then add additional logic into a copied version of that function to embed anchors as needed.

You can probably embed the anchor as a parameter to the link to be inserted into the querystring:


  parameters: An associative array of query string parameters to append
  to the pager link.