Hi,
I think I understand what you're trying to do, but you're going around it the wrong way.
First, the reason MockedInstance is null, because MockAll is used in the context of a future object. You have not called new yet, since it's inside the method, and therefore the mock controller was not attached to it, and that is why it's null.
Now that doesn't solve the problem.
From the example, I'm guessing you are trying to check the first argument, but you don't care about the second. (at least from the code, it doesn't make other sense, but please correct me if I'm wrong.) If that is the issue, you don't have to mock MyType at all. You just need to call:
mockAnotherClass.ExpectCall("StaticMethod").Args("aString", Check.IsAny());
By which you ignore the last argument.
Let me know if this works for you.