We construct a QFT for the Thirring model for any value of the mass in a functional integral approach, by proving that a set of Grassmann integrals converges, as the cutoffs are removed and for a proper choice of the bare parameters, to a set of Schwinger functions verifying the Osterwalder-Schrader axioms. The corresponding Ward Identities have anomalies which are not linear in the coupling and which violate the anomaly non-renormalization property. Additional anomalies are present in the closed equation for the interacting propagator, obtained by combining a Schwinger-Dyson equation with Ward Identities.