Yeah this is a major problem with ArcGIS Pro. I'm running 2.4.3 and looked up information about setting anchor points through the label properties. Unfortunately, it seems that they haven't updated their documentation on it because it implies that there is still a tab for expanding "Leader line anchor points" under the labeling pane. I can't even confirm which version the documentation is for because Esri doesn't list it in there. Below is a link that I found but I'm really disappointed that they haven't fixed this blaring issue yet: Set an anchor point position for callouts—ArcGIS Pro | Documentation
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