Denmark Under-21 international Anderson, 20, has joined the Pirates on loan until January 1 and the League One side have paid an undisclosed fee for former MK Dons midfielder Wright.
Meanwhile, goalkeeper Rhys Evans has signed a one-year contract after impressing since signing a short-term deal with Rovers.
Chairman Nick Higgs told the club's official website: "These negotiations have been ongoing for a while behind the scenes and now we can finally announce the good news.
"We are delighted to welcome these players to the club and feel that we are building a squad of challenging in this division.
"We are hopeful of bringing more new faces in when the emergency loan window opens."