Hmm, good question. Molding them seperately will for sure make them very weak and breakable! To make the master, I guess even using a piece of PE sprue to cut out the flukes of the anchor. Perhaps leave the option for the modeller to do the same. It depends on what type of kit you want to make out of this. Something like a full kit, or a semi-kit, leaving some stuff to do to the modeller.
The PE piece would be the strongest for such a narrow thickness and small size. Molding them in will be very difficult as these small angles and spaces would be very difficult to mold (I think). I suppose those are easy places to get air bubbles in the mold. Just my opinion though, I don't have any real molding experience myself. Also perhaps the risk of breaking them off when releasing the cast.
So, the conclusion for me would be either make them seperately with PE or give at least a drawing, in scale of these anchors with the kit, to let the modeller make them himself.
Good luck with your build
)