"Anhui Province" does not exist. But there is "Lujiang County". Similar to the current "city" level administrative units, the chief executive is called "Taishou". As far as I can remember, Liu Bei, Gongsun Zan's mentor, Lu Zhi, a "northern corps commander", served as the satrap of Lujiang before pacifying the Yellow Scarf ... but it seems that he was also the satrap of Jiujiang. I don't remember exactly.
At that time, Lujiang should belong to Huainan geographically. Yuan Shu fled Runan and occupied Huainan, and Cao Cao later occupied Huainan. Huainan was not a "state" at that time, but a "whatever" zone between Xuzhou and Yangzhou, so Yuan Shu could live here. In history, Soochow attacked Wei, once Jingzhou attacked Xiangyang and once Lujiang attacked Shouchun in the north.