which is a higher priority when building districts? or should you should just not care about anomalies that aren't directly adjacent?

There isn't a simple answer. What sort of gaps does your city have? If you're in a low industry region near an anomaly that offers a lot of industry, it could be worth snagging it then worrying about leveling up. (Same goes for river or water tiles if you've got the tech that improves tile yields learned).



If you've got a really good anomaly (like one with +happiness) but it's near the border to the region, you may want to use that method just to make sure you don't start a city in a place where it's difficult to expand.



There are other, less powerful anomalies that I wouldn't go out of my way for (if it has less potential than a river or water tile, for example) but I'd still pick it up through normal city expansion anyway.