Why do you think the quantity is anisotropic & what kind of diamagnetism do you think about? Do you have a specific material in mind?

I am working on peptide based crystal structures.

Could you also elaborate on my first two questions?

For diamagnetism of localized, bound electrons: the diamagnetic response scales as , where rp is the distance from an axis along the magnetic field through the nucleus of the (each) atom. this is, why diamagnetism of Xe, for example, is larger than the one of Ar. Likewise, if the charge distribution is spatially anisotropic (e.g. an ellipsoid) then its diamagnetic responde can be anisotropic.

Normal diamagnetic susceptibilities are so small that such effects play no role at all. There is no penetration length. The material equation simply is M = \chi * H. The exception are superconductors. Their behavior is described (disregarding any theory of superconductivity) by the London equations. 

Any good textbook on superconductivity?

In Germany we like the book by Buckel, but there are other excellent texts.