According to the wiki, skilled users of space–time ninjutsu (Teleportation ninjutsu) are:
Minato Namikaze, Obito Uchiha, Sasuke Uchiha, Kakashi Hatake, Tobirama Senju, Kaguya Ōtsutsuki, and Shin Uchiha.
So after seeing these names, I don't think any ANBU member was using teleportation jutsu, but, it could be the Body Flicker technique, according to me.
If it is indeed the Body Flicker technique, then in conclusion, those ANBU members were simply moving at such untraceable speed, that for others, it seems like that they just teleported.
So in short, it was not teleportation jutsu, but it was their greater speed which makes it seem as if he teleported. Also, I have seen one more question which says how Naruto was able to use teleportation jutsu, but in reality it was not teleportation, but it was simply his greater speed.