> We will anonymize all data before it's used for training

Anonymize by what definition? GDPR? Do note that this very high bar.

> All other users on our US cloud instance are opted in by default

Including end users in the EU? You should remember that you are obtained the personal data directly from data subject meaning Article 13 obligations apply. Article 13 omissions cannot be cured retroactively. Can you show all of your customers have provided sufficient Article 13 notice to cover this processing?

And do note that you are almost definitely within the scope of 3(2)(b).