I don't find an Anne Josephine Cody. I have 10 Anne Codys and Anna Codys but non Anne Josephine. I will need more specific info to see if any of these fit; a birthyear would be very helpful. My source is the Cody Family Association book which, although quite good is not completely inclusive. Not being found there does NOT mean your Anna is not related.
However, it is important to keep in mind that Buffalo Bill's ancestors came to Beverly, MA from the Isle of Jersey off the coast of France. They were never of Irish heritage. The original family name is thought to be Les Caude or some similar name. From what you have shared, it appears your Anne's family emigrated from France to Ireland to Newfoundland and then south to the United States. This could not possibly be a Cody relative of Buffalo Bill's. Any direct cousin of Buffalo Bill (on the Cody side of the family) would have the same lineage back to Beverly, MA in 1692, and prior to that to the Isle of Jersey.