Coating on CS Fastners

Other than just brushing on a dab of MoS₂ sufficient to cover the threads of the stud, there shouldn't be much of a problem.

Check out Molycoat™ or Lubriplate™ products. (Not an endorsement)

You didn't explain why you need the anti-sieze. Obviously, with HDG fasteners one or the other (studs or nuts) have standard threads before galvanizing. Common practice is standard threads on studs or bolts resulting in those threads being oversize after galvanizing. HDG nuts are tapped oversize after galvanizing leaving ungalvanized nut threads (which are still protected by the galvanizing on the studs or bolts as well as the adjacent galvanized coating on the nuts). The zinc coating on the external threads also provides a degree of lubricity.