Anodic coating on aluminum between ground mating surfaces.

[xwarp]

What problems will I run into over time by doing this.

Think in terms of UHF and up signals and RF grounding in waveguides.

[babysitter]

Its a great insulation material, you will get a nice thin dielectric slot.
Your part manufacturer can prevent intended coating, however, by leaving a sacrifice tab and removing it after anodizing (bad to tools as it is very, very hard) or coat it with a removable masking laquer. Removing a anodized sacrifice will be expensive. Be aware that aluminium is self-coating a bit on air so process it fast.

[T3sl4co1l]

Consider having it nickel plated instead ($$?) or using a different metal like brass or plated steel.

You can make an insulated RF contact if the overlap length is 1/4 wavelength, but this only works for a narrow range of frequencies.  A microwave oven door is a good example.

Tim