Well I don't know anything on pinions, besides the guess that the bind the anchors to the ground with Magicka. And when you deactivate them the magicka disperses and I suppose you absorb it, which gives you the buff "Power of the Deadra". But I do remember reading a book written by a Daedra describing how they powered the anchors. They tested a few things, but what they eventually used were Storm Atronachs. Apparently binding them to power an Anchor was the most efficient way to power one.
Now the cultists activate the power of a Dark Anchor by, as they have yelled at us countless times, spilling the blood of an innocent. I think the whole innocent thing is just for effect and insane cultist mumbo-jumbo. It probably just needs to be a mortal.
Now they do not appear when we kill cultists. Cultists appear, activate Anchor, we kill them, and Daedra drop. I really only think Daedra drop because the anchor is being attacked. They don't need daedra to be on the ground. They just need an anchor pulling the two worlds closer.
And the daedra dropping and disintegrating could be that there's instantly, when an anchor is activated, a waiting list of Daedra prepared to defend it. When the anchor is destroyed all the waiting Daedra are already stuck and just blow up.
Now most of this I don't know as fact, it's just my way of explaining Dark Anchors (minus the storm atronachs). I don't really care about Anchors lore wise, they really don't matter to much. Well I mean yes they matter, they're merging Mundus and Oblivion for gods sake. But the whole five pinions and daedra dropping, meh.