Anomalous chiral conductivities in theories with global anomalies are independent of whether they are computed in a weakly coupled quantum (or thermal) field theory, hydrodynamics, or at infinite coupling from holography. While the presence of dynamical gauge fields and mixed, gauge-global anomalies can destroy this universality, in their absence, the non-renormalisation of anomalous Ward identities is expected to be obeyed at all intermediate coupling strengths. In holography, bulk theories with higher-derivative corrections incorporate coupling constant corrections to the boundary theory observables in an expansion around infinite coupling. In this work, we investigate the coupling constant dependence and universality of anomalous conductivities (and thus of the anomalous Ward identities) in general, four-dimensional systems that possess asymptotically anti-de Sitter holographic duals with a non-extremal black brane in five dimensions, and anomalous transport introduced into the boundary theory via the bulk Chern-Simons action. We show that in bulk theories with arbitrary gauge- and diffeomorphism-invariant higher-derivative actions, anomalous conductivities, which can incorporate an infinite series of (inverse) coupling constant corrections, remain universal. Owing to the existence of the membrane paradigm, the proof reduces to a construction of bulk effective theories at the horizon and the boundary. It only requires us to impose the condition of horizon regularity and correct boundary conditions on the fields. We also discuss ways to violate the universality by violating conditions for the validity of the membrane paradigm, in particular, by adding mass to the vector fields (a case with a mixed, gauge-global anomaly) and in bulk geometries with a naked singularity.