His loan deal with the Magpies was ended after Sunderland’s Lee Burge and Thorben Hoffman tested positive for Covid-19.
Notts County’s head coach Ian Burchnall said "We completely respect Sunderland’s decision to keep Anthony with them and we wish Lee all the best.
"We still want to add more competition to the goalkeeping department and to get Tiernan Brooks out on loan to further his experience.
"There are some interesting options out there and we’re confident of making a strong addition in the near future.”