You probably have some other properties that conflict with the Anchor property.
Try making a fresh start with a new DataGridView, don't touch any of the other properties, only:
set
Anchor to Top, Bottom, Left, Right
set
Scrollbars to Both
Also don't use other containers, just drop the new DataGridView on the form.
If for some reason you can not get it working then this trick might do it:
c# - Add thousands of columns into datagridview - Stack Overflow[
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