You now have the option to add integrations in anonymous forms that point to external data sources.  Please note, you cannot pull information from Kuali Users, Groups, or other App data in anonymous forms for security reasons.  

Once you enable the 'Create documents in this app' permission for All Anonymous Users in App Permissions you'll see that the Advanced Data Lookup gadget options in the Form designer are locked down and must be enabled:

Upon clicking 'Enable' you'll get a warning message alerting you of the risks utilizing integrations in anonymous forms.  It's important to understand that an anonymous form runs without a logged in user. That means that all backend API calls that the anonymous form makes are accessible to anyone on the internet who can determine what those urls are - sensitive data should never be shared in anonymous forms, even in the lookups.