If you haven't ever tried this recipe, I would first make it and try it. You'll see how the anchovies melt away and create this unami combination, along with the olives and capers. If in case, you don't have any on hand, try out shrimp paste, fish sauce, miso, soy sauce, or even sardines. A splash of Worcestershire would be a good substitute, as it is made with fermented anchovies (you can't even taste it).