Preheat oven to 375 degrees. In a small pot, bring broth, milk, and garlic to a boil over medium-high and cook 1 minute. Pour into a medium bowl, then slowly add flour, whisking constantly.
In pot, melt butter over medium. Add anchovies and 2 teaspoons sage and cook, stirring, 1 minute. Return broth mixture to pan, bring to a simmer, and cook until thickened, 6 minutes. Discard garlic.
Add squash to sauce and season with salt and pepper. Transfer to a 2-quart shallow baking dish.
In a small bowl, combine 1 teaspoon sage, breadcrumbs, and Parmesan and sprinkle over squash. Bake until top is golden brown and mixture is bubbling at edges, 20 to 25 minutes.