Visual anomaly inspection is critical in manufacturing, yet hampered by the scarcity of real anomaly samples for training robust detectors. Synthetic data generation presents a viable strategy for data augmentation; however, current methods remain constrained by two principal limitations: 1) the generation of anomalies that are structurally inconsistent with the normal background, and 2) the presence of undesirable feature entanglement between synthesized images and their corresponding annotation masks, which undermines the perceptual realism of the output. This paper introduces Double Helix Diffusion (DH-Diff), a novel cross-domain generative framework designed to simultaneously synthesize high-fidelity anomaly images and their pixel-level annotation masks, explicitly addressing these challenges. DH-Diff employs a unique architecture inspired by a double helix, cycling through distinct modules for feature separation, connection, and merging. Specifically, a domain-decoupled attention mechanism mitigates feature entanglement by enhancing image and annotation features independently, and meanwhile a semantic score map alignment module ensures structural authenticity by coherently integrating anomaly foregrounds. DH-Diff offers flexible control via text prompts and optional graphical guidance. Extensive experiments demonstrate that DH-Diff significantly outperforms state-of-the-art methods in diversity and authenticity, leading to significant improvements in downstream anomaly detection performance.