Yes, healing debuffs do work on anub. And are very very important, honestly basically required for hard mode.
Your rogue should be ensuring that wound poison is up on anub before leeching swarm starts ticking, otherwise those first couple of ticks of leeching swarm will put anub to back around 35% hp. And it never comes off, make sure your ms warrior continues to use ms in his rotation sub 20%. etc.
Rough fight, seems that it will get easier and easier as your dps goes higher and higher.