We have no definite proof. She has not got a record of making things up herself and things she has claimed before have then gone on to be proven true. However, we do not know her sources and can only take her word for it. It would be healthy to take things with a pinch of salt. Right now this is all just rumour as we are hearing things third hand rather than directly.
Some of her sources have proven to be people directly affected by James Anderson and who then were present in the documentary which was of course independently verified by the BBC.
The photograph of James at a casino is definitely interesting to say the least. Additionally, the allegations of him gambling line up with previous claims from other people within Burnley and it would explain a lot so it's plausible.
Unfortunately it's harder to prove the "he was giving away gift cards".
I would say Milly is a reliable source of information with regards to Depher, but unfortunately due to how James Anderson operates and the complete lack of interest from regulatory bodies and the police, we don't have concrete proof so these remain allegations rather than concrete fact.
Frankly, it's insane to me there hasn't been more involvement from the police based on what is known to be fact and has been proven as such.