There are many ways you can confirm that the anchor is dragging. Following are some of them -

1. Constant Change in bearings from a fixed object (preferably objects abeam)
2. Constant Change in vessel's position
3. Vessel moving out of the turning circle
4. Anchor chain vibrating constantly
5. Change in cable stay (long to short to long and short again)
6. If the past position of the vessel (as ECDIS / Course recorder) is subscribing a Figure of Eight