If I receive a LN payment from an anon sender... is there a way to send back to this individual?
No, there is no definitive way to detect the source of a payment on the Lightning Network.
However, there exists techniques (either active or passive, such as probing or some heuristics) which may be used to try to deanonymize parties involved in a payment.
So, while you can't reliably identify a party, you cannot assume it's totally anonymous either.