The word 'anniversary' itself comes from the Latin word 'annus' meaning 'year', so why not just add the Latin word for 'half' which is 'semi'? Thus, you can create 'semi-anniversary'. If you'd like something more English-based, why not say: "We're celebrating our mid-year"? Personally, when trying to express the idea of six months, I'd just use "six months"!