I have tried all the android available apps now I think. All of them have problems with this instance it seems. Some error while trying to respond or upvote, others won't load content newer than days old or won't sign me in and shows as anonymous.
I have different account on another instance, have tried the same actions and steps in each app and this doesn't occur at all with that one.
I have signed back in, checked the settings, then when I go back to the feed it lists as anonymous again. I keep double checking all the settings against my other account. They look set the same, but I feel like I'm missing something somewhere.
So I finally had some time to mess with it more. I uninstalled then reinstalled Jerboa. Now that I have signed back in things are looking right and settings are staying. I swear I had tried this once before, that was the reason I installed the other apps. Oh well, works now!