Anning later declared he had not left One Nation - it was Hanson who had kicked him out.
Hanson says she also tried to get in touch but "those efforts fell on deaf ears" and she instead communicated via his brother, making it clear she felt it best if he stood aside to pave the way for the return of Roberts, who finally renounced his British citizenship late a year ago.
Ms Hanson accused former employees of dumped senator Malcolm Roberts of 'encouraging him to move to Corey Bernardi's party'.
She said Senator Anning had walked out of a meeting with her this morning while discussing his future, claiming he said, "I know where this is going".
While speaking to media after the ceremony, she refused to name a replacement leader for the party should Mr Dickson lose his Buderim seat.
Trump insults 'short and fat' (and nuclear-armed) Kim Jong Un
The President takes exception to North Korea calling him "old", sarcastically hitting back in a series of tweets. North Korea has dominated Mr Trump's Asia trip so far to Japan, South Korea, China and Vietnam.
However, eyebrows were raised when he was accompanied into the chamber not by Hanson or any of his One Nation colleagues, but by Liberal Democrats senator David Leyonhjelm and Cory Bernardi.
Senator Hanson's chief-of-staff James Ashby earlier confirmed the party was aware Mr Thornton owned the adult store as well as a flooring business, which was his Monday to Friday job.
Less than 12 months ago, and just months into One Nation's return to federal politics, Western Australian senator Rod Culleton quit the party. The staffers had formerly worked for Roberts and she would not have them at the meeting "because of their disloyalty to their former employer and myself". But in news that will have been surprising to nobody, it was Anning, who was replacing former party senator Malcolm Roberts, who ended up being at the centre of the day's drama.
The news is a major blow for One Nation, leaving it with only three votes from Ms Hanson, and senators Brian Burston and Peter Georgiou.
When questioned about another post relating to oral sex reportedly preventing heart attacks in men, Senator Pauline Hanson was quick to interject in an attempt to shut the press conference down.
Agassi brands Federer the favourite over Nadal
You can work on stuff, whereas if every point counts so much. there's no room for anything any more. "I got off to a great start, and was able to play a bit more freely after that", the 36-year-old told The Guardian.
Senator Anning was sworn in on Monday, flanked by crossbench senators David Leyonhjelm and Cory Bernardi, rather than One Nation leader Pauline Hanson or the party's other senators.
But Senator Hanson says he had dismissed the request on the grounds that he and his wife were moving to the United States to join their two daughters and grandchildren.
Leyonhjelm said Anning told him on their way into the chamber that he wouldn't be sitting as a One Nation senator.
When Senator Hanson asked senators Burston and Georgiou to mediate with Senator Anning they were told he had chose to become an independent.
He was angry the anonymous staffer had been talking to then plain Mr Anning, a Queensland publican who gained just 17 votes personally in the 2016 election.
Colts' Jacoby Brissett in concussion protocol
Colts: Brissett did not come to the podium after the game because he developed concussion-like symptoms following, the Colts said. Pittsburgh finally got on the board with 30 seconds remaining in the half on Boswell's 41-yard field goal.
The Anning defection forced both camps into uncomfortable statements on Monday.