To be completely honest, I haven't quite got my head round why you get those batches of "anonymous" logins yet. However, I'm pretty confident that they aren't anything to worry about - just one of the various "red herrings" that can make a system admin paranoid about nothing! If they occur at the same time every day (or night), then you can tell from that that it's not a hacking attempt and is, instead, something like your overnight backup process running or DNS / DHCP logging on, etc. In any case, I get them too and I do trust my firewall so they don't cause me concern on my server.
If you do find any info about what's causing them, though, I'd be interested to hear about it. Likewise, if I get time to diagnose what's logging the events on my server, I'll let you know