Translation:I am not sure that Anna knows the answer to this question.
I am, I don't know that I'd say it's more natural but "if" works to, at least in informal English.
To know if it is correct, simply remove the negation: "I am sure if Anna knows..." vs "I am sure that Anna knows..."
"I am not sure Anna knows the answer to that question." Should be right. Right? I reported it
The что before referring to Anna is likely why they're insisting on "not sure that".
It seems to me that that would be "I am not sure /if/ Anna knows the answer to this question."
я не уверен, что она знает ответ на этот вопрос - If you pronounce "Anna" like "Ona" this should be considered correct as well
Pay attention to the stressed vowel: "Anna" stresses the first syllable and "она" stresses the last.