Carlos left the Russian side in June to take over at Turkish side Sivasspor after reportedly being told he would not be able to replace Hiddink, who left his post as manager in July.
Rene Meulensteen was promptly appointed as Hiddink's successor, but was sacked after 16 days after Anzhi announced plans to trim their budget significantly.
Those cost-cutting measures have seen high-earners Samuel Eto'o and Willian both leave to join Premier League side Chelsea, while Yuri Zhirkov, Igor Denisov and Aleksandr Korokin all moved to Dynamo Moscow.
Carlos fears for the future of Anzhi - who have taken just three points from their first seven games in the Russian Premier League - and feels that, despite the measures undertaken by owner Suleyman Kerimov, the club will soon cease to exist.
"If Hiddink and I are gone, the entire command structure will collapse," Carlos told Sport Express.
"But I didn't think it would happen so soon. If I had stayed in at Anzhi, this would not happen. The team simply does not have enough experience.
"Makhachkala will look ridiculous in the Europa League, unless they hire a good coach and a good sports director.
"At this pace the club will collapse in the next two years."
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