The reason why we see Andre, Siegmayer ( fuck it im not gonna call him siegward ) and the rest of the characters is because they have been ressurected in order to link the fire. In short, unkindled ones are all those " chosen " who have failed to link it before and as such they were unfit to even become cinders.
They've been dead for a long time, so i assume they were unnaffected by the curse of hollowing. Of course, a major portion is also pandering to the fans as a final tribute for the end of the series, but that's my explanation as to why revive all those characters.
As for Anor Londo, we know that the worlds converge in Dark Souls 3. Anor Londo has always been there, and in Ds3 its a part of Irithyll. In dark souls games, kingdoms and countries rise and fall but they're all essentially in the same place.
Note that Irityhll is also considered a land of gods, and you can even see something similar mentioned in the character creation screen when you're choosing your origin.