Do moderators know when you are down or up voting all their answers? Is it anonymity for all?
Nope, moderators don't know who votes on their posts.
We can get access to some aggregate information about votes to use for identifying fraudulent behavior. For example, if two (or more) accounts are suspected of belonging to the same person, we have a tool that reveals whether there is a suspicious pattern in how the accounts are voting. But the information we get never extends to the level of individual posts. In other words, the tools never show us who voted on a particular post, whether it's our own post or someone else's.
For what it's worth, even if we did know, we wouldn't care. (There are some cases where we can guess who cast a vote, using the same logic that anyone else might use, and we don't care about those.)