A few potshots — you have probably already done these, but for the sake of other readers…
In some regions, sand can be a major contributor to water-line pinholes. [Nothing against Texas, but the problem isn’t in Lubbock by chance?]
What was the condition of the old anode?
Are there dielectric water-pipe fittings between the heater and external copper piping? Are they in working order? You should not be able to read low resistance with the meter probes connected on opposite pipe connections to the fitting.
Use a meter to check for significant voltage across the dielectric fittings. Make tests with both AC and DC ranges.
Use a clip-on ammeter to check for AC-current flow in the pipes. Clip around the entire cable or flex leading to the heater, also. If the current probe or meter’s magnetic “loop” isn’t tightly closed, due to an odd meter position or oversized pipe, the reading is meaningless.
Make voltage and current tests with the water heater energized and deenergized. If a measurement doesn’t change significantly with various in-building electrical loads switched on and off, then it may be an electrochemical-corrosion problem… or formation of a natural battery that would likely cause piping damage even if the building had NO wiring.
Like most troubleshooting, it’s a methodical process of elimination.
Links worth every penny you paid for ‘em… http://www.wssc.dst.md.us/info/pipeline/OctDec01.pdf http://www.wssc.dst.md.us/cfdocs/copperpipe/pinholescroll.cfm http://www.dreamwater.net/biz/watertalk1/wwwboard/7530.html