Add the olive oil to a saucepan and sautee the onions on low heat until they start caramelizing. It can take about 20-25 minutes. Stir occasionally. They are ready when you begin getting brown bits sticking to the pan.
Add the garlic, anchovies, and spices. Stir well, and cook for a few minutes. Add the mustard, apple cider vinegar, tabasco, and sweetener. Stir well, and after a few seconds, add one or two tablespoons of water to deglaze the pan.
Add water gradually while the sauce is cooking and thickening on low heat. When you add 3/4 cups water, turn off the heat, let the sauce cool down, then transfer to a blender (or blitz with a hand blender) and blend until a smooth consistency.
Transfer the creamy sauce back to the pan. Bring it back to a boil on low heat, and add the tapioca flour mixed with one tablespoon of cold water.
Simmer on low heat for a few minutes, and taste. If necessary, add more salt, Tabasco, and sweetener.
Store in a glass jar, in the fridge, for a few days.