Could you recount the specific story of Anandnath Maharaj's spontaneous visit to Shirdi and what he said about Maharaj?

Certainly. Chapter 0 details this interesting event. A group of devotees from Shirdi, including Madhavrao Balwant Deshpande, had gone to Savargaon for the darshan of Anandnath Maharaj. After their meeting, as the group was about to depart for Shirdi, Anandnath Maharaj suddenly ran and sat in their cart, declaring, "I am coming with you." Despite people from Navargaon and Yeola trying to stop him, he insisted on making the journey. Upon arriving in Shirdi and presumably meeting Maharaj, the words he spoke were highly significant. He proclaimed, "This is a diamond. You don't know its true value," confirming the extraordinary spiritual presence he perceived.