There's room for a couple boats to anchor N-E of the Saba Rock moorings, between Saba Rock and Prickly Pear Island. You can also anchor all along the south shore of Prickly Pear Island, west of the moorings, though it does get deep rather quickly and there are usually numerous liveaboards anchored there in season.
I've seen more than a couple boats anchor between Saba Rock and BEYC directly in the middle of the channel to Eustacia Sound - not a bright idea.
The west shore of Prickly Pear Island, north of the moorings at Vixen Point, is a very good anchorage with shallower water, though it can be a wet dinghy ride to Saba Rock if it's choppy.