Lowndes County deputies started the investigation. Federal prosecutors and Massachusetts State Police also assisted.
He was wanted by deputies for allegedly failing to register as a sex offender.
Columbus police have not released any information about the shooting arrest.
In April, Anderson was convicted of possession of methamphetamine and sentenced to serve one year in jail and two years of probation.
Officers have asked for help finding Weykion Finley.
In the plea agreement, she also pled guilty to felon in possession of a weapon and sentenced to probation.
The suspect is charged with shooting into a dwelling from a March 2018 incident.
Deputies said a business owner was stopped by two African-American males in an older model black Ford Crown Vic on December 6 around 11:00 p.m.
The department said the value of the drugs was between $30,000 to $40,000 if purchased directly from the supplier.
Kentario Boyd and Kenya Campbell were both 23-years-old at the time of their deaths.