Hey Kyle,
you could use the webflow tab-widget instead of the navbar if you don’t want the entire page to reload.
However, if you need an url change on click, you’ll need to add some extra java-script.
[SOLVED] Unique URL Modal/Tab This apparently works, but I haven’t tried it out myself yet.
Not exactly sure what you are on about with the anchor links though.
You’ll want to use the :active class to trigger the css animation of the .label. Meaning what you have to put into the custom code section of your site would probably looks something like this:
.segmented-control a:active + label { color: #929DAF;}
^^ this basically says: if the link inside the .segmented-control div( which could be a tab) is active then the color of the first sibling .label element after active is [or changes to] color: #929DAF.
Pretty cool stuff.
Now you got to do the same with all the other changes you want to happen to the sibling label of your active tab- or nav-link. 
Let me know how it goes.