First of all, the fact that there is a popup showing up is a good sign. The logic is working and you are getting a response. To find out why the popup is empty I can think of two reasons:
1. It could be possible that somehow your system text for the sign in form were changed / emptied. You can check the system messages under:
And then look for the Sign in form messages:
This is where the message you are seeing is coming from. Can you confirm that these are correctly filled in?
2. The default language differs from the language from the system text. Your anonymous use will always get the default language assigned. This can be reviewed under your project settings → Languages:
Do you have multiple languages? If so, in the lower right corner you can see which language you are currently developing. Switch to the default language and try to view te system texts again.
Another thing you can try is the following:
In your post you say you added the login and password textboxes manually. But you can also add the page automatically, by selecting Login from the list and create the login page. Can you check if this page does work for you if you assign it as the default login page of your application and for the anonymous user?