Lancashire have suffered a new injury blow after losing England T20 spinner Liam Livingstone with a rib problem.
"He's pulled an intercostal muscle reasonably badly," coach Glen Chapple told BBC Radio Lancashire. "We can't hide that it's a blow before the T20.
"We're facing some bowling challenges," added Chapple, who is already juggling worries with his pace department.
Mahmood would have missed next week's home game with Sussex anyway as he had been picked for England Lions duty at Canterbury - and has been pulled out of that game.
Bailey has now missed four matches since picking up his injury in the drawn home game with Leicestershire at Aigburth in early June.
As for Anderson, after taking 30 wickets in six County Championship matches this season, his loss was keenly felt by the Division Two leaders at Northampton this week.
But Lancs were set to lose England's all-time top Test wicket-taker soon anyway - and his bigger challenge is to be fit for the start of this summer's Ashes series on 1 August.
"We've been able to rotate our seamers so far this season," said Chapple. "And at least Graham Onions and Richard Gleeson have come through fit and strong this week.
"But now it's time to test the strength of our squad. We have others to call on who, with the resources we have, have found to difficult to break in, but can come in and prove us wrong."
With that in mind, fit-again leg-spinner Matt Parkinson and seamer Toby Lester, who has played a couple of matches out on loan with Warwickshire, could both be in line for recalls to face Sussex.
"Toby Lester is desperate for a chance," said Chapple. "And Matt Parkinson has not been playing four-day. He'll be itching to have a go and we'll have take a look at the pitch before we decide."
That is the final Championship game before 2015 T20 winners Lancs start a new T20 campaign against Leicestershire on Friday week (19 July).
Chapple is resigned to being without Livingstone at the start of it. "He's a big player for us, as batsman, bowler and fielder, so it's a big blow. Hopefully he will still play a part in the T20," he said.
Now he waits on a scan on Thursday to indicate the gravity of Mahmood's injury.
"He felt tightness," said Chapple. "He feels if from time to time, but this was little bit more than he normally does. There's a chance it could be a bit more. We'll see."
Could Lancs bring in Glenn Maxwell?
One possible bonus for Lancashire is that they might have Aussie all-rounder Glenn Maxwell free to play on Sunday if Australia lose Thursday's World Cup semi-final with England.
Although signed primarily for the T20 Blast, Maxwell has already made one early-season Championship appearance for Lancs, but Chapple says it would be a bonus if he were free to play on Sunday - and is certainly not even entertaining the notion that Jos Buttler could come in, were it be England who bowed out.
"Glenn comes straight to us from his commitment with Australia," said Chapple. "But as to when, that's still a grey area for us. We'll have to wait and see, but it would be a nice boost.
"I'm not sure about Jos' situation, but I presume he'll need a break before the rest of the big stuff England have coming up."
Glen Chapple was talking to BBC Radio Lancashire's Scott Read.