By default, all files received via Send Anywhere app are saved in Send Anywhere folder of internal storage. The Gallery app is that categorize and show image and video files stored in your device's internal storage.
Even though the file has been successfully transferred on your device, if the received file format is not supported by Android OS or the received file contains an audio codec not supported by Android OS, it can't be display files in Gallery app. You can find it in '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 may be difficult to view or play normally. Please download another app that supports the corresponding format or codec.