In this work, we present a new unsupervised anomaly (outlier) detection (AD) method using the sliced-Wasserstein metric. This filtering technique is conceptually interesting for integration in MLOps pipelines deploying trustworthy machine learning models in critical sectors like energy. Additionally, we open the first dataset showcasing localized critical peak rebate demand response in a northern climate. We demonstrate the capabilities of our method on synthetic datasets as well as standard AD datasets and use it in the making of a first benchmark for our open-source localized critical peak rebate dataset.