What type of anchor is this and what is the max capacity ?

That would be an expanding wall anchor. They are available in several sizes, the larger the size the more weight they can support.

It is difficult to judge the size of the anchor in your photo. If you can include an object that it's size can be compared to would help.

You hadn't mentioned the items weight, but if it is heavier than 30-40 pounds you should consider a different fastener. I've found toggle bolts to be able to support very heavy items, especially for gypsum paneled walls. The metal expanding wings (toggle) grip the back of the wall board when the screw is tightened.

The next most reliable wall anchor for drywall would be a drywall screw . They are available in plastic or metal. The metal can support more weight. They easily screw into a hollow bay behind drywall panels with a drill.

If you feel unsure that a single anchor can support the items full weight you can always configure the attachment points to include 2-3 anchors. This will considerably lessen the weight each anchor will support.