Oh boy, where to begin... Be sure to keep track of him the entire game.
Keep track of when he uses his ult and how much CDR he's building.
This is how long you have to play slightly more aggressively before he targets you again.
Don't build as a glass cannon.
Stick closer to your CC heavy team mates so they can kill him if he dives you.
Purification Beads + Aegis Amulet work nicely against his ult combo (unfortunately, the reverse is also true).
If you're facing a good Thanatos player, don't venture too far from your base if your front liners are struggling. Be sure to keep tabs on his CDR and when he uses his ult so you can have an idea of when to play aggressive vs. passive. Even if you have full HP, his Ult combo can still delete you.
One way to counter this is to lay down Grasping Hands directly on your feet.
Pop Aegis Amulet before he ults you.
If he silences you next, use Purification Beads.
Wrap him with Mummify and follow up with Death Gaze.
This is VERY error prone on your end. Keep in mind that if you were successful in the above steps, he can also Purification Beads+ Aegis Amulet out of your combo (meaning you burned 3 abilities while he likely only burned 2, and he'll end up killing you.)
The taunt can lock you down and set you up to be killed.
Other guardians with good initiates (they can easily dive into the action) and hard CC fall under this threat level.
Without ally support, be sure to avoid them. Poke them with Grasping Hands to keep them away. Mummify them if they are approaching you.
Anubis, is the Egyptian god of the dead. He's tough to play due to having low mobility, being squishy, and his Mummify being a skill shot. However, he has enough firepower to melt the entire enemy team, if set up correctly.
I find Grasping Hands safe for wave clearing/harassment. I max this first.
I don't like Anubis's Plague of Locusts too much since it roots him, leaving him VERY vulnerable. However, this is one of your damaging abilities. After maxing Grasping Hands, whenever you can't put points into your ultimate, put points into this.
Max Mummify last. Other than a slightly longer stun duration, it doesn't give you too much use per level.
1. Aegis Amulet: Prevent being deleted by high, single hit damage ( Searing Pain for example).
2. Purification Beads: Escape from ultimates that will gurantee your death such as Fenrir's Ragnarok and Ares's No Escape.
Also note that your ultimate, Death Gaze, gives you CC immunity. You can consider that to save yourself from ultimates like Ragnarok or No Escape if your purification beads are down.
This item pairs well with Aegis Amulet.
3. Heavenly Wings + Horrific Emblem to slow down enemies while speeding you up to assist in retreating or securing kills.
4. Phantom Veil if there's an Odin. He may not be able to kill you by himself, especially if he's building as a full tank, but his Ring of Spears is a blaring siren that lets his team know a squishy Anubis is trapped and can't utilize his lifesteal.
1) Stay in the back and let your team do the front lining. Clear minion waves and harass enemies with Grasping Hands.
2) Kill combo: Grasping Hands to slow an enemy down. Makes it easier to apply Mummify. Finish up with Death Gaze.
Got an annoying enemy following you? Place Grasping Hands at your feet. Chances are, the enemy will run through it. Now he's slowed. Turn around and Mummify him. Unleash Death Gaze.
Although it's a line attack, Death Gaze can go through walls. Use Grasping Hands combined with Death Gaze for some sneaky kills.