As an international helmet collector I've managed to gather just about every book on the subject, and I've collected helmets for about 25 years (since I was 12). I'm also friends with a lot of other helmet collectors.
I spoke with Chris Armold about these two topics. BTW...he talks about the camo patterns and unit painted helmets in his DVD based on his book Steelpots. You can get more info at Steelpots.com, and Chris will be at SOS. Anyone going I'll be happy to introduce you.
My feeling, and this is backed by what Chris had to say and is mentioned in Bashford Dean's book, is that probably a lot of the divisional insignia was likely painted on the boat ride home. Not all of the US Divisions in France even made it to the front by the time the war ended. The soldiers may have been painting the insignia on the helmets for parades and so forth AFTER the fighting stopped.
There was supposedly a cottage industry where you could have your helmet painted in Brest, France (or battle damaged). The American Army made it official that each soldier could keep the uniform and this included the helmet, thus many soldiers probably added things like camo and divisional patches.
As for the anchor...this was something my grandfather use to ask me about. He always wanted one of those helmets and I regret not getting him one before he passed away. BUT as I told him over and over, there is no documentation to support that the Marines ever wore the EGA in the trenches officially. While it possible that the devices were put on the helmets by individual soldiers the numbers would be very small. These would also HAVE to be the cap badges. No special badges for helmets were produced during WWI. And the number of Marines to head to France wasn't that large either. So factor these things together and I'd bet money that most examples are faked.
Now the Marines did use the EGA on helmets AFTER WWI. BUT this appears to only to have been done officially on the 1917-A1 helmet. This is the modified helmet that features the later style liner. The 1917-A1 used the Model 5A four pad liner system, and was produced up until 1941. I have two 1917-A1 helmets and neither has the badge. One was on eBay in December and it went for $700+. Chris and others agreed it was probably one of the real ones. Very nice piece.
Finally I'll add every source I've come across says that the Marines used the EGA in places like San Diego and Pearl Harbor for the guards at the large naval bases, and that these helmets never made it to places like Wake Island or the Philippines.