What's the difference between privacy and confidentiality?
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In my opinion, confidentiality means information that is not disclosed due to legal or moral reasons (e.g. documents about an ongoing case), privacy is information that is not disclosed due to personal or ethical reasons, and anonymity is information relating specifically to your identity that cannot be disclosed (you are "anonymous")
There can be some overlap (e.g. in an ongoing court case, leaking a suspect's name would violate confidentiality AND privacy, since it is legally and ethically bad)
You can have a whole debate about morals vs ethics, what means what, but I am taking morals as legal/formal obligations and ethics as a more informal "do the right thing".
I believe confidentiality refers to sharing details about the study as it relates to individuals, privacy relates to sharing personal details about a participant, and anonymity refers to sharing identifiable details. Examples Confidentiality breach: patient X reacted badly to the study and gained a disfiguring disability. Privacy beach: patient X is a married straight white suburban male. Anonymity breach: patient X is Steve Rogers and he is also Captain America.
And does anonymity cover those?
Anonymity would probably specifically relate to identity (name, nationality, etc.), but confidentiality/privacy could include things that don't link to identity (e.g confidential processes, private interviews)