How is an anti neutron created from a Proton and Anti Proton collision? The result should be energy, and no particles.?

I can answer the more general question as to why protons-antiprotons will not completely annihilate each other. They are composite particles, so when they collide it is the constituent quarks that will annihilate. If I remember correctly, that is a complicated process and not all quarks will annihilate in the process. Since quarks cannot be found in a free state, remaining quarks may form pairs (mesons), and possibly even nucleons. I do not remember specific decay processes but you should probably be able to find them on the web. Don't forget there is also a lot of kinetic energy available, binding energy, etc to make new particles.

But there could be enough energy there to produce a new particle/antiparticle pair.

I was not familiar with this reaction and I'm no expert on particle physics anyway, but here's a discussion of it that may be useful:
http://physics.stackexchange.com/questions/134764/if-one-is-talking-about-antineutron-production-what-is-the-charge-exchange

Thank you so much. As I understood it total balance was achieved (except for the expelled energy/photons).