By default, all files received via Send Anywhere app are saved in Send Anywhere folder of internal storage. The Gallery app provided by default on your device categorizes and shows image and video files stored in your device's internal storage.
Even though files have been successfully transferred on your device, it cannot be display files in the Gallery app if the received file has a format or audio codec not supported by Android OS. You can find it in the 'Files' tab of Send Menu in Send Anywhere app.
You can use a file management app to see all received files in the folder designated for Received Files for Send Anywhere. The received files for Send Anywhere folder is the one designated via the top left menu(3 lines icon) > Settings > Receive > Storage Location.
And, depending on a file format or codec not supported by the OS version, it can be difficult to view or play normally. Please download another app that supports the corresponding format or codec.