We study inelastic vibration-assisted charge transfer effects in two-site molecular junctions, focusing on signatures of vibrational anharmonicity on the electrical characteristics and the thermoelectric response of the junction. We consider three types of oscillators: harmonic, anharmonic-Morse allowing bond dissociation, and harmonic-quartic, mimicking a confinement potential. Using a quantum master equation method which is perturbative in the electron-vibration interaction we find that the (inelastic) electrical and thermal conductances can be largely affected by the nature of the vibrational potential. In contrast, the Seebeck coefficient, the thermoelectric figure-of-merit, and the thermoelectric efficiency beyond linear response, conceal this information, showing a rather weak sensitivity to vibrational anharmonicity. Our work illustrates that anharmonic (many-body) effects, consequential to the current-voltage characteristics, are of little effect for the thermoelectric performance.