Budó's generalization [A. Budó, J. Chem. Phys. 17, 686 (1949)10.1063/1.1747370] of the Debye rotational diffusion model of dielectric relaxation of polar molecules to an assembly with internal interacting polar groups is extended to inertial anomalous diffusion. Thus, the theory can be applied both in the GHz and the THz regions, accounting for anomalous behavior as well as the necessary return to optical transparency at very high frequencies. The linking of both dispersion regions in a single model including anomalous effects is accomplished via a fractional Fokker-Planck equation in phase space based on the continuous time random walk ansatz. The latter is written via the Langevin equations for the stochastic dynamics of pairs of interacting heavy polar groups embedded in the frame of reference of a particular molecule or molecular dimer rotating about a space-fixed axis. The fractional Fokker-Planck equation is then converted to a three-term matrix differential recurrence equation for the statistical moments. This is solved in the frequency domain for the linear dielectric response using matrix continued fractions. Thus, one has the complex susceptibility χ(ω) for extensive ranges of damping, group dipole moment ratio, and friction. The susceptibility, as inferred from the small oscillation limit, inherently comprises a low frequency (GHz) band with width depending on the anomalous parameter and a far-infrared (THz) or Poley peak of resonant character with a comblike structure of harmonic peaks. This behavior is due to the double transcendental nature of the after-effect function.