Anomaly detection in medical imaging plays a crucial role in identifying pathological regions across various imaging modalities, such as brain MRI, liver CT, and carotid ultrasound (US). However, training fully supervised segmentation models is often hindered by the scarcity of expert annotations and the complexity of diverse anatomical structures. To address these issues, we propose a novel unsupervised anomaly detection framework based on a diffusion model that incorporates a synthetic anomaly (Synomaly) noise function and a multi-stage diffusion process. Synomaly noise introduces synthetic anomalies into healthy images during training, allowing the model to effectively learn anomaly removal. The multi-stage diffusion process is introduced to progressively denoise images, preserving fine details while improving the quality of anomaly-free reconstructions. The generated high-fidelity counterfactual healthy images can further enhance the interpretability of the segmentation models, as well as provide a reliable baseline for evaluating the extent of anomalies and supporting clinical decision-making. Notably, the unsupervised anomaly detection model is trained purely on healthy images, eliminating the need for anomalous training samples and pixel-level annotations. We validate the proposed approach on brain MRI, liver CT datasets, and carotid US. Ablation studies further highlight the contributions of Synomaly noise and the multi-stage diffusion process in improving anomaly segmentation [1].