Changing TTY font to a non-default font
Installing FbTerm was what I went with to get nice fonts in my CLI environment. It's a frame buffer terminal emulator (so no need for X org) that supports nice rendering of the same kinds of fonts you would use in a GUI.
The PSF in the name of the files in /etc/share/consolefonts
comes from PC Screen Fonts. Those are fixed width fonts that can be generated from bitmaps using
psftools, font2psf or nafe.
You can try if fontforge can convert your Anymous Pro, if not you could render all characters of that font at res 8x16 on an image and cut the individual characters out of that in a format psftools
etc. understands.