is it possible to enable anonymous access only for a specific library? The script library should have an anonymous access whereus the page library should use the windows authentication.
Yep, definately is possible. In fact, as far as I know, the default behaviour when you enable Anonymous on a Wep App is to specifically deny anonymous access to all libraries.
this means you need to apply permissions to enable anonymous access for your libraries - by extension just don't enable this for the library that you are concerned about.