??? I can understand the concern for processed pet food, but what could be wrong with frozen whole fish? Anyway, there are 140 species of anchovies, and AFAIK it's only the European anchovy, Engraulis encrasicolus, that is used for sardels. It's doubtful whether it's the same species. On the other hand, people in South East Asia who make fish sauce are probably not so choosy about what they put into it.
I can't see anything wrong as long as the fish is frozen fresh.