Advantages: You'll certainly know medicine very well and be able to apply that to anesthesia. You'll be double boarded, although I don't know what that will really do for you.
Disadvantages: You'll be a resident longer. Your anesthesia training will not be shortened if you've done a complete IM residency. The only thing you'll get credit for is your intern year and up to 2 months of ICU. You'll do the full 36 months of anesthesia. Another disadvantage is to the program. Because you've completed an IM residency, the program will only get 50% of your GME subsidy rather than 100%. The length of time the program gets the full subsidy is based on what field you did your first year of training in. Since you started in medicine, you're eligible for the full subsidy for 3 years. If you'd started in surgery, you'd be eligible for 5. Most programs probably won't care about that.
The question whether you finish the full residency or not is up to you. Do you like being a medicine intern/resident? I did my internship in medicine and I'm so much happier now. Something to consider is what you want to do with the rest of your life and if you think finishing medicine will be beneficial in that respect. If you wanted to start anesthesia in July, it's possible, though chances of finding a program with an opening are a little slim. I thought I read somewhere here that Utah might have a CA1 opening.
Since you're not a med student, you can go outside the match. I'd send a CV and cover letter to each program director and explain that you're looking for an anesthesia spot and why you're looking to switch. If you wanted to start anesthesia in July, get the letters out ASAP.
If I were in your shoes, I'd try to switch sooner rather than later. I don't think I would gain all that much more from the extra 2 years of medicine, especially if I were to look 10 years down the road--I would probably have forgotten most of the medicine, except what I regularly use, and that's probably less than what I learned in internship. If I wanted to do critical care, I'd complete my internship, do the anesthesia residency, and then my CCM fellowship. But I tend to be the kind of person that just wants to get done what I need to do and move on.