We consider the scalar anisotropic wave equation. Recently a convergence analysis for radial perfectly matched layers (PML) in the frequency domain was reported and in the present article we continue this approach into the time domain. First we explain why there is a good hope that radial complex scalings can overcome the instabilities of PML methods caused by anisotropic materials. Next we discuss some sensitive details, which seem like a paradox at the first glance: if the absorbing layer and the inhomogeneities are sufficiently separated, then the solution is indeed stable. However, for more general data the problem becomes unstable. In numerical computations we observe instabilities regardless of the position of the inhomogeneities, although the instabilities arise only for fine enough discretizations. As a remedy we propose a complex frequency shifted scaling and discretizations by Hardy space infinite elements or truncation-free PMLs. We show numerical experiments which confirm the stability and convergence of these methods.