Hi @Edgar,
It sounds like the wall might have been battened or packed out in areas so the plasterboard sits plumb and straight. It shouldn't really matter as long as your masonry anchors are grabbing well like you've mentioned.
If you can get a good grip on the nail and can hold the flange in place, you can sometimes lever the nail out which will allow you to pull the anchor out. There are no guarantees this will work, but it's certainly worth a try. Otherwise, a hacksaw would certainly deal with it so you can have another go.
Let me know if you have any further questions.
Jacob
