Anzalna is an Arabic phrase used in the Quran that means "we sent [something] down", usually referring to the Quran being sent down by God. Arabs do not use Anazala as a name because it is a whole phrase, it is not a word, and it sounds strange to name a child a phrase. But if you like it and it is common in your culture then you can use it.
Anzal is incorrect, as no such word exists in Arabic, it should be Anzala. You can learn more about this here: I want to keep my baby girl name as Anzala Khan