Do not put anything between the wire and the swage. This could cause the wire to slip through the swage. Be sure to use a thimble as well. Don't worry too much about corrosion if it will not be in the
water 24/7. Just keep an eye on it over time. When the galvanizing has corroded away from electrolysis and you are down to bare
steel then consider replacing the swage.
I am also wondering why you prefer wire over nylon line for your anchor
rode. Is the wire going to be wrapped and stored around a
winch drum? In that case it would make sense. Without a
winch drum it will be difficult to pull on the wire by hand and you will also have to figure-8 the wire down on
deck and then stoppered off so it does not become tangled which can be awkward. Plus it will be difficult to stow since it takes up so much space. Nylon would be more convenient.