Helical edge modes of 2D topological insulators are supposed to be protected from time-reversal invariant elastic backscattering. Yet substantial deviations from the perfect conductance are typically observed experimentally down to very low temperatures. To resolve this conundrum we consider the effect of a single magnetic impurity with arbitrary spin on the helical edge transport. We consider the most general structure of the exchange interaction between the impurity and the edge electrons. Moreover, for the first time, we take into the account the local anisotropy for the impurity and show that it strongly affects the backscattering current in a wide range of voltages and temperatures. We show that the sensitivity of the backscattering current to the presence of the local anisotropy is different for half-integer and integer values of the impurity spin. In the latter case the anisotropy can significantly increase the backscattering correction to the current.