In this conditional use, both forms can introduce an unspecified place.
أَيْنَ تَذْهَبُوا نَذْهَبْ
Wherever you go, we will go.
A simple example for أَنَّى is:
أَنَّى تَذْهَبْ أَتْبَعْكَ
Wherever you go, I will follow you.
Outside this use, context can give أَنَّى other shades of meaning; do not force one translation everywhere.