Combine butter, water, molasses and orange zest in a small saucepan and heat to a simmer. Remove from heat and cool until it is just warm to the touch.
Combine buttermilk and baking soda in a liquid measuring cup. Stir together and set aside.
Add buttermilk mixture and molasses mixture to the mixing bowl of a stand mixer.
Add ground anise seed, salt, yeast and rye flour to the bowl.
Using the dough hook attachment, mix on medium low until ingredients are combined. Add the bread flour and continue to mix on medium low until the dough is fully combined and clears the sides of the bowl. Increase speed to medium and knead for approximately 4 minutes. If you are mixing and kneading the dough by hand, the process will take longer.
Remove the bowl from the mixer, cover with plastic wrap and let the dough rise at room temperature until doubled in size, approximately 1 ½ to 2 hours.
Preheat the oven to 375 degrees. Punch down the dough and remove it from the bowl. Fold it in on itself and pat it into an oval shape that is about 1 ½ inches thick. Cover lightly with plastic wrap and allow to rise for another 45 minutes to an hour.
Remove plastic wrap and decoratively score the loaf with a razor blade or a sharp knife. Place on a baking sheet and bake until golden brown, 30-35 minutes. The internal temperature of the dough should be at least 198 degrees when it is done. Allow the bread to cool completely on a wire rack before slicing.