In theory that analytical setup sounds like it should be capable of detecting anthocyanins..
A few questions though: what kind of liquid chromatography are you running, reversed phase? At what pH?
Did you detect potential anthocyanins by UV absorption (using your DAD)?
Did you run ESI in positive, or negative ion mode? Or alternating?
And lastly, do you have some standards available of the anthocyanins of interest, that will allow you to tweak the methodology to see under what conditions you can best detect them?
First, you should change the experimental conditions in order to improve the ionization efficiency. Therefore, there should be carried out the so-called experimental desing and optimization of the conditions within teh framework of a selected set of important parameters.
do you have some signals in the DAD chromatogram? If no, then you have a problem with the injection or you have an inappropriate scan range of your DAD or you have an inappropriate HPLC gradient. Anthocyanines show absorption between 230-280 nm and 500-550 nm.
Please go method devlopment by using proper gradient of mobile phase and select the broad range for DAD. When you notice some peak over there then go for Mass Spectrometry.