It is conceptually very simple: Setup 2 anycast servers (S1 and S2) on
several paths (AS-A and AS-Y, different AS numbers) Have an ISP connect
to both of those paths, and then have that ISP do fine grained load
balancing to prefixes available over those paths. Packets will go to each
anycast server. This will not cause a problem with UDP, since the entire
connection transaction is in one packet. But TCP will have a minumim of 3
packets. 2 packets will go to server S1, and one packet will go to server
S2. Neither S1 nor S2 will have a complete TCP connection, and so both
will fail.
As I've said before, this isn't how things work in practice, as actual load sharing towards a destination over two different AS paths doesn't happen, and when load sharing is done, it's almost always in a way that keeps packets belonging to a single TCP session together. (You really don't want to see what happens to TCP performance with 100% out of order packets.)
And even if this happened it would very likely be non-fatal, as at some point retransmissions will make it trough so the TCP session works. As most data is going from the server to the client, and ACKs work cumulative, the performance hit is probably not too catastrophic.
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