You could use dried shrimp or fish sauce. Shrimp are sweeter than anchovies. You can probably use them instead, but the flavor will be different.
As Andy said, you can just reduce the amount of peppers in any recipe to tone down the heat. Once you start eating food with a bit of heat, your tolerance for it tends to rise. Years ago, I didn't enjoy spicy food, but now I find some of my old recipes bland, so I've modified them. I even something add hot sauce when serving!
I like these two blogs for Thai-style recipes: