Place the rabbit pieces into a large bowl and add three tablespoons of the olive oil, the garlic, rosemary, bay leaves, white wine and lemon juice. Stir until well combined, then cover and marinate in the fridge overnight.
Preheat the oven to 170C/325F/Gas 3.
Remove the rabbit pieces from the marinade (reserve the marinade) and pat dry with kitchen paper. Dust the rabbit pieces in the seasoned flour and shake off any excess.
Heat the remaining olive oil in a large pan over a medium heat. Add the rabbit pieces to the hot oil and fry for 4-5 minutes or until golden-brown all over. Transfer the rabbit pieces to an ovenproof casserole dish.
Pour the reserved marinade into the hot frying pan and warm through, then pour it into the casserole with the rabbit. Add the onion and celery to the casserole and cook in the oven for 45 minutes, or until the rabbit is tender. Add the anchovies and capers and cook for another 15 minutes.