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Okay, so we know this Anabel is Emerald's Anabel who somehow was sucked by an Ultra Wormhole and came to the mega dimension. But what happened to the Anabel FROM the mega dimension?
We know that Emerald and ORAS are supposed to happen basically at the same time. But one difference between is two is that in Emerald the Battle Frontier had already been built, while in ORAS the project had only started at the time, because the Chatelaines were waiting for someone (Brendan/May) to take care of the Maison so they could go to Kalos. And since in XY they're already in Kalos, it's safe to assume that the Battle Frontier actually got built in the time between ORAS and XY.
But if there is a Battle Frontier in the mega universe, it also has a Battle Tower, and if has a Battle Tower, there should also be an Anabel somewhere, right? We know Scott, Brandon and Lucy exist in the mega universe.