It would not make one bit of difference where the original base of came from. If it is certified USP, then you should be safe
You could, theoretically, start out with petroleum or natural gas out of the well or fat from a pig, and end up with propelyne glycol and glycerin. In fact, you could even do it practically; it's just not cost effective. The ability to crack, distill, combine, change things around is one of the wonders of carbon based chemistry.
Synthetic or not only means something if you have concerns about the origins of your product, e.g. if you have certain religious dietary laws that you must observe.
Chemically, it makes no difference in the end product. Regardless of the source, the same two chemical compounds from different sources will be the same, IF they are certified to the same level of purity. Sometimes, it can be a big IF.
Anhydrous should not really make much difference. There are a lot of compounds that have water in them, either as a result of the chemistry or because they are very hydroscopic, meaning they suck up moisture very quickly. Ethyl alcohol (the stuff in booze from beer to wine to vodka)is a good example: it will absord moisture very quickly.
You have to go through a lot of trouble to get all of the water out. Unless there are compelling reasons to go through the extra costs, most compounds will be sold with a certain level of moisture in them.
As far as VG is concerned, you can buy it cheapest at the pharmacy section of WallMart. Around $3 for 177 ml. It is USP grade and can be found in the hand lotion section. (Humco Brand)
PG can be had a most Tractor Supply stores for around $20-30/gallon. Not all locations carry it, so call beforehand.
The e cig companies are repackaging the same products and charging you a lot more money.