Could Hebrews be anonymous because it would have been dangerous for the author to use his name?
Suffering for the Gospel comes up several times throughout the book, and imprisonment is specifically mentioned in 10:34 and 13:3. In 13:23 the author announces that Timothy has been “released,” presumably from prison. And he exhorts the readers to pray that he (the author) may be restored to them quickly (13:19).
Perhaps, given the danger of imprisonment or other persecution (which may have been one reason the readers were tempted to revert to Judaism), and the author’s hope of visiting the readers soon, it was better not to name himself in the epistle. That way, if the letter were intercepted, he could avoid tipping off those hostile to the Gospel about his hope to return.