We have done the thermal suite on the Anthem in June 2017 and plan to do again next week. Regarding your specific questions:
Are we free to use the thermal spa any time we like, day or night, or only during limited hours each day?
You can use it anytime during spa hours. It is inside the spa area itself so in order to access it, the spa has to be open. I do not remember what those hours were. You are able to enter as many times during the day/evening as you wish and you can stay as long as you wish. Some people come and do their routine and leave within 30 minutes others had books or headphone music and stayed laying on the heated chairs for a couple of hours.
Do we need a reservation when we want to use it on a particular day, or can we just show up any time during the available hours?
You can just show up whenever you want. There are some busier times during the day when you might have to wait in a chair until some space clears out in the steam room, etc. but that usually happens within 5 minutes as people are all on different schedules. Other times, you might be the only person in there.
Is there anything included besides access (robes, sandals/slippers, towels, complimentary water / light snack station, etc.)?
Just like all spa services, you can use their towels and robes. There is a beverage station in the spa area which offers water, citrus water, hot tea (?), etc. I don't think there were any snacks.
Dress code while in the spa?
I don't really know this specifically. You'll want your swimsuit for in the steam room, shower, etc. They give you a locker when you check in to the spa to put your outer clothes and other belongings. We used a robe (provided in locker room) to walk from the locker room to the thermal suite and back.
Are all areas "communal" with the other pass-holders, or does each pass-holder get a dedicated unit? If communal, does it tend to get crowded?
Yes, it is communal and co-ed. I think the busiest time we were there was in the afternoon until about an hour or so prior to the first dinner seating.
Anything else we should be aware of?
The suite is really just one room that contains the shower area and heated chairs and 2 attached rooms for the saunas. It is very peaceful and I think there was soft music playing. We thought it was worth it for a peaceful place to get away from the crowds. You will also receive a couple of scrubs and a loofah to use when you purchase your package.
