A dovetail anchoring system for cavity walls is disclosed and includes a sheetmetal dovetail anchor and one-piece sheetmetal dovetail veneer tie. The anchoring system is used in conjunction with building structures that have a masonry outer wythe anchored to a poured masonry inner wythe. A thermally-isolating coating is optionally applied to the high-strength veneer tie, which is interconnected with the wall anchor. The thermally-isolating coating is selected from a distinct grouping of materials, that are applied using a specific variety of methods, in one or more layers and cured and cross-linked to provide high-strength adhesion. The thermally-coated veneer ties provide an in-cavity thermal break that severs the thermal threads running throughout the cavity wall structure, reducing the U- and K-values of the anchoring system by thermally-isolating the metal components.