I tried to put scale to 0 and it didn't change anything. My object is still placed at very different places depending on the screen format.
I don't think anchor will help. For some kind of screen format you will have to change position of objects yourself.
I politely disagree. I'm using anchors for all the other elements of my HUD and it's working perfectly. Even when I change the format of my screen in real time by stretching a browser window like crazy, everything stays at the correct place. My only problem is that the option to anchor the bottom of an object to the top of the window apparently doesn't exist (why?) so that's it's pretty difficult to place a vertical jauge at the top of the screen in my case.
You also can add in options of your game customization of the interface, where players will be able to change position and opacity of it or just choose one of templates you've created.
I won't do this, sorry. I want the HUD to adapt automatically to screen resolution, not asking the player what resolution he plays in. If there is really no way to anchor the bottom of an object to the top of the screen, I'll design my HUD in a different way, but it would be too bad!