Like OP suggested, dry wall anchors don't do well with dynamic loads. Every time you put that vacuum back, you will crumble a bit of drywall and weaken your anchors.
Mounting a handheld vacuum cleaner to drywall, using some plastic anchors that came in the box. I don't know what they're called, but they mushroom in the cavity behind. Two screws, both in anchors. I made sure the screws are tight, so friction prevents the mount from wiggling up and down.
