Honestly, if you're going to bury it, don't bother with the Orange Screw. Try burying a stick and pulling it out of the ground with everything you have. I bet you'll be surprised.

For purchased things, there's those bags, aka deadmans anchor, which can basically be a sheet of fabric with straps. Larger ones are used for winching offroad vehicles. You can also use a snow stake, except you're burying it in dirt instead of snow. Either of those would pack well.

You could make a better version of this for very little if you're able to sew.

https://www.amazon.com/Mountain-Hardwear-Snow-Sand-Anchor/dp/B00IG9JDKU/