What is the difference between anhydrous and fused calcium chloride?

In theory no difference- both are CaCl2. However in practise fused is sold with a higher moisture content (usually). Fused CaCl2 is just the hydrate heated up to expel water - this gives the "anhydrous" form. in practise as this so deliquiscent- it takes up moisture readily. So if you analyse it you invariably find water!