Vehicular Ad hoc Networks are open network environments that enable the exchange of safety messages among vehicles. However, due to the critical nature of wireless networks, communication is susceptible to various attacks, including eavesdropping, impersonation, and privacy violations. Therefore, confidentiality, authentication, and anonymity are essential in broadcast communication, achievable by digital signature, encryption, and Pseudo-Identity \((\mathcal {P}_{\textsf{ID}})\) techniques. We design and introduce a multi-receiver Key Encapsulation Mechanism \((\textsf{mKEM})\) -Data Encapsulation Mechanism \((\textsf{DEM})\) based Anonymous Certificateless Hybrid Signcryption (AMCLHS) scheme that combines symmetric and asymmetric key cryptography. We show a straightforward and cost-effective construction of a \(\textsf{mKEM}\) - \(\textsf{DEM}\) that creates a symmetric session key and signcrypt the message to achieve confidentiality and authentication. The scheme maintains anonymity by assigning a \(\mathcal {P}_{\textsf{ID}}\) to each vehicle user. We design security notions and prove security against chosen-ciphertext attack using the elliptic curve computational Diffie-Hellman assumption under random oracle model and chosen message attack by utilizing the elliptic curve discrete logarithmic assumption. The AMCLHS scheme works in a certificateless environment, exempting the key escrow. We implement our scheme and statistically compare the performance with existing schemes for multiple receivers. Comparative analysis demonstrates that the proposed scheme achieves optimal communication cost, is computationally efficient, and ensures the security properties of confidentiality, authentication, anonymity, non-repudiation, and forward security.