Let $H_1$ and $H_2$ be graphs. A graph $G$ has the constrained Ramsey property for $(H_1,H_2)$ if every edge-colouring of $G$ contains either a monochromatic copy of $H_1$ or a rainbow copy of $H_2$. Our main result gives a 0-statement for the constrained Ramsey property in $G(n,p)$ whenever $H_1 = K_{1,k}$ for some $k \ge 3$ and $H_2$ is not a forest. Along with previous work of Kohayakawa, Konstadinidis and Mota, this resolves the constrained Ramsey property for all non-trivial cases with the exception of $H_1 = K_{1,2}$, which is equivalent to the anti-Ramsey property for $H_2$. For a fixed graph $H$, we say that $G$ has the anti-Ramsey property for $H$ if any proper edge-colouring of $G$ contains a rainbow copy of $H$. We show that the 0-statement for the anti-Ramsey problem in $G(n,p)$ can be reduced to a (necessary) colouring statement, and use this to find the threshold for the anti-Ramsey property for some particular families of graphs.