I think you understand that the danforth pulled out and then skipped along and re-set. They are good anchors for Chesapeake mud, but they do not like 180 degree windshifts.
In your situation, where you were specifically taking cover for the purpose of weathering a thunderstorm, I would have initially set the anchor for the anticipated wind direction from the storm. You would have been fine hanging on it for a little while with a light breeze from the SE, while waiting for the bigger blow to hit from the W or NW.
In other words, better to set the anchor for the anticipated big-blow, rather than the light breeze you arrived with. That said, you did well in choosing the safe spot in Harness Creek, which has very good holding and protection.
Also, always remember to centerline and lock your rudder, otherwise the boat can veer off at strange angles when the wind shifts and increases suddenly, which puts more load on the anchor.
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Pacific Seacraft Crealock 31 #62
NEVER CALLS CRUISINGDAD BACK....CAN"T TAKE THE ACCENT