Like said above, they are in a way related. Anagogical sense is just like allegorical except that allegory usually is a sense that refers to something of the OT being a type of something of the NT, whereas anagogy usually gives you the sense of something from the NT being a type of a future glory, such as the Church on earth being a type of the Church in Heaven.
Both these senses are a part of the study of end times (Eschatology).
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