First, ensure you’re holding the pick as directed in the lessons.  That actually was a problem GT helped fix for me after decades (!) of bad habits that spoiled my picking.

Possible next step, rather than worrying about anchoring your pinky, see if you can find the “spot weld” (shooting term, sorry) for your arm - where your arm contacts the guitar when the pick is positioned and ready to strum in the place you desire.  If you use that spot as a beginning place for your arm, you’ll drift less as you pick.  Then maybe try anchoring the pinky again.

Personally, I don’t anchor the picking hand when I strum/flatpick/etc but strangely enough I do while fingerpicking.  Go figure.

Hope that give you some ideas.