Anderson was half-owned by a third party, which is reportedly entitled to half of the transfer fee.
However, Lazio director of football Igli Tare launched a furious tirade at the company involved, accusing it of moving the goalposts on more than one occasion during the process.
He told Il Messaggero: "It will remain in history as the most paradoxical and shocking negotiations I have ever been a part of.
"These third-party owners changed their minds continually.
"When we had everything decided, they would start from scratch two hours later. It all happened for a full week, so it felt like being in the Twilight Zone.
"Felipe’s desire to come to Lazio was decisive.
"He chose us in January and never changed his mind despite the efforts of the third-party owners to bring in Benfica, Atletico Madrid, Liverpool and many others. This makes us proud."
Anderson made 108 appearances in total for Santos after making his debut as a 17-year-old in October 2010.