[jshevek]

Without any recordings of this conversation, it's entirely possible that this conversation is entirely a lie, or simply embellished to match the world views of the people involved.

[dfsegoat]

Again - this is why I describe it as an anecdote.

[jshevek]

Do you think that everything can be divided into "evidence" and "anecdotes"?

There is at least a third category: Outright lies. The speaker in this case is incentivized to lie to increase their listenership and make more money.

If this is a lie, it isn't an anecdote:. "A short and amusing or interesting story about a real incident or person."

[dfsegoat]

How would I know if it is a lie? Until that is elucidated - anecdote is perfectly sufficient for speaking informally.

I notice you also left out (conveniently) the 2nd definition: "an account regarded as unreliable or hearsay."