Aniruddha is mentioned in the Mudgala Upanishad of the Rig Veda, which explains the Purusha Sukta of the Rig Veda (which I discuss here):
I. A SUMMARY OF PURUSHASUKTA
We shall explain the Purusha-sukta: In ‘a thousand-headed’ thousand means countless; the word ‘ten fingers’, means infinite distance, by the first stanza Vishnu’s pervasion in space is stated, by the second the pervasion in time; the third speaks of his giving liberation. The glory of Vishnu is given in ‘Etavan’ (so much is his greatness). The same stanza states his four-fold nature. ‘Tripad’ etc., speaks of the glory of Aniruddha. In ‘from that Virat was born’ has been shown the origin of Prakriti and Purusha from a quarter of Hari. By ‘Yat Purushena’ the sacrifice of creation is stated as well as Moksha. In ‘Tasmad’ world creations are stated. ‘Vedaham’ speaks of Hari’s glory. By ‘Yajnena’ is stated the end of creation and liberation. One who knows it becomes liberated.
II. THE SUPREME MYSTERY
In Mudgalopanishad the greatness of Purusha-sukta has been stated in detail. Vasudeva instructed the knowledge of Bhagavan to Indra; again imparted to the humble Indra the great mystery with two sections of the Purusha-sukta. These two are: The Purusha described above gave up the object which was beyond the scope of name and form, hard for worldly people to understand and took a form with a thousand parts and capable of giving Moksha on sight, for uplifting the suffering Devas and others. In that form, pervading the world he was beyond it by an infinite distance. This Narayana was the Past, Present and the Future. And was the giver of Moksha to all. He is greater than the greatest – none is greater than He.
He made himself into four parts and with three of them exists in the heaven. By the fourth, the Aniruddha (for of) Narayana, all worlds have come to be. This (part of) Narayana created Prakriti (Matter) for making the worlds (Prakriti stands for the four-faced Brahma). In full form the latter did not know the work of creation – this Aniruddha-Narayana told him.
Brahman ! Meditate upon your organs as the sacrifice, the firm body of the sheaths as the oblation, me as Agni, the spring season as ghee, summer as fuel, autumn as the six tastes of food and make the offering in Agni and touch the body – this will make the body (strong like) Vajra (diamond). Thence will appear the products like animals. From the, the world of moving and unmoving things. It must be understood that the manner of liberation is stated by the combination of Jiva and Paramatman.
Whoever knows this Creation and Liberation lives a full life.
So the Mudgala Upanishad identifies the Sahasrashirsha Purusha praised in the Purusha Sukta with Vishnu's Vyuha form Aniruddha, just as the Pancharatra Agamas do.