Apparently qemu supports suspending and resuming images, via -loadvm. I guess it lets you snapshot the memory, and resume from it later.
-loadvm is indeed the option, this should definitely be investigated but at a reasonably low priority compared to the other Anjuta bugs.
This is a good improvement request. I will log it down in our task list and update the status if there's future changes.
We are leaving the Anjuta support to the community post Yocto 0.9 release