By default, all files received through Send Anywhere app are stored in Send Anywhere folder of the internal storage. The native Gallery app categorizes and displays photos and video files stored in the device's internal storage.
Even if the transfer is completed, if the received file has a format or audio codec not supported by your Android OS version, it cannot be visible in the native Gallery app. You can find and view it in 'Files' tab of Send Menu in Send Anywhere app. To open photo or video files stored in the Files tab, you can use other viewer apps or player apps that support the corresponding file format and audio codec.
To check the location where files received through Send Anywhere app are stored, go to the top left menu > Settings > Storage Location. You can navigate to the storage location you specified using the native File Manager app and view all the received files.