Well it all depends what you want to turn that STEEM into. If it's dollars you want, I can't help you much because I have never cashed out a single dollar yet. If it's a different crypto, then my method described in this post may still offer a solution although at a slightly higher cost.

See you can first send your STEEM/SBD to Bittrex. Then you sell it and turn it into, for example, Dogecoin which has a low withdrawal fee.

Once it's as Dogecoin, you send it over to https://shapeshift.io/ (they accept Doge!) and just select the crypto of your choice that you wish to receive.
Shapeshift does charge their own fee, which is similar to a trading fee on an exchange so not that much, but you do avoid the $15 withdraw fee. I think using this method you may have less than $1 fees as long as you turn it into something reasonable (Bitcoin is still likely more than $1 in costs)

When you say exit fee, i think it's the same as when I say withdrawal fee.

As for bittrex accounts, yes they do require the regular KYC stuff. So no, it's not anonymous unfortunately. I do not know of any other way than Bitshares to trade STEEM anonymously (BTS is only pseudonymous I think).