Anomalous transport of non-Markovian thermal Brownian particle dynamics in spatially periodic symmetric systems that is driven by time-periodic symmetric driving and constant bias is investigated numerically. The Brownian dynamics is modeled by a generalized Langevin equation with exponentially correlated Gaussian thermal noise, obeying the fluctuation-dissipation theorem. We study the role of nonzero correlation time of thermal fluctuations for the occurrence of absolute negative (linear) mobility (ANM) near zero bias, negative-valued, nonlinear mobility (NNM), and negative differential mobility (NDM) at finite bias away from equilibrium. We detect that a nonzero thermal correlation time can either enhance or also diminish the value of ANM. Moreover, finite thermal noise correlation can induce NDM and NNM in regions of parameter space for which such ANM and NNM behaviors are distinctly absent for limiting white thermal noise. In parts of the parameter space, we find a complex structure of regions of linear and nonlinear negative mobility: islands and tongues which emerge and vanish under parameters manipulation. While certain such anomalous transport regimes fade away with increasing temperature some specific regions interestingly remain rather robust. Outside those regimes with anomalous mobility, the ac/dc driven transport is either normal or the driven Brownian particles are not transported at all.