Barry: I don't think Rythm Thief is in trouble since it's out like, next week or something (although it's worth noting that in Australia it's being distributed by Nintendo, and not Sega. I wonder if this is common around the world?).
As for Anarchy Reigns, I think that it's also not in trouble, at this point in it's cycle I think Sega would probably lose more money by dropping it than releasing it. Unless they palm it off to someone else (which probably isn't easy since Sega must own the IP, and owns Bayonetta/Jack etc).
As you said though, a lot of their best titles that we really enjoy are the ones that are safest at this point. The one title that I'm legitimately worried about is a sequel to Bayonetta. The first game was a success, but is it safe enough to warrant a sequel or would Sega rather hold fire on it? The fact that there hasn't been so much as a rumour since last year's TGS is a bit concerning for the future of our favourite witch.