It is important to remember that making yourself anonymous will not free you from all legal concerns. If you break the law in the effort to film certain things you could still be charged accordingly, and the film will simply serve as evidence that certain actions were taken. People that saw you working on your project could still testify against you and in most cases it would not be difficult to figure out who did a certain action. Even though you are wearing a mask as an artist it is important to keep a moral compass and act with compassion. It is attractive on occasion to violate common ethical lines once you cover up your face from the public, but here it is even more important to do the right thing because you are in a special place to create important and influential work. If you are using copyrighted material it is not appropriate to employ it unless it really adds to your own creativity, and it should not be passed off as your own. If you are filming people without their permission it is hard to find the correct ethical standpoint, but its use should be one of purpose and not exploitation. Likewise, factual truth and integrity has importance far beyond the financial and legal need. If you are entering this type of filmmaking you likely already have a certain conviction about the need for a certain type of voice and there is no reason that you should resort to audience manipulation and dishonesty. Keep in mind that the audience needs to install their trust in you and it is crucial that this faith was not misplaced.