This pair of sentences could almost be phrasal homophones (oronyms), except for the differences in punctuation. They play with the fact that the sound bite 'call Dan' is identical to the sound bite 'called Anne'. There are also two meanings of 'called' (to phone or shout out to someone or to be named), which make the pair of sentences rather confusing! You've heard of tongue twisters; these sentences seem to me to be 'ear twisters'. Here's another version:
"Someone call Dan!", called Anne.
Someone called, "Anne, call Dan!"
I just tried dictating one of the above sentences to my int/upper-int class. Got loads of different answers. Eg, Someone call Dan cool down, Someone call Dan call Dan, Someone called Dan called Anne, Some on call Dan cold Dan... It's an insight into the surreal soundscape inhabited by the non-native listener!