Resolving the phylogeny of rapidly radiating lineages presents a challenge when building the Tree of Life. An Old World avian family Prunellidae (Accentors) comprises twelve species that rapidly diversified at the Pliocene–Pleistocene boundary. Here we investigate the phylogenetic relationships of all species of Prunellidae using a chromosome-level de novo assembly of Prunella strophiata and 36 high-coverage resequenced genomes. We use homologous alignments of thousands of exonic and intronic loci to build the coalescent and concatenated phylogenies and recover four different species trees. Topology tests show a large degree of gene tree-species tree discordance but only 40–54% of intronic gene trees and 36–75% of exonic genic trees can be explained by incomplete lineage sorting and gene tree estimation errors. Estimated branch lengths for three successive internal branches in the inferred species trees suggest the existence of an empirical anomaly zone. The most common topology recovered for species in this anomaly zone was not similar to any coalescent or concatenated inference phylogenies, suggesting presence of anomalous gene trees. However, this interpretation is complicated by the presence of gene flow because extensive introgression was detected among these species. When exploring tree topology distributions, introgression, and regional variation in recombination rate, we find that many autosomal regions contain signatures of introgression and thus may mislead phylogenetic inference. Conversely, the phylogenetic signal is concentrated to regions with low-recombination rate, such as the Z chromosome, which are also more resistant to interspecific introgression. Collectively, our results suggest that phylogenomic inference should consider the underlying genomic architecture to maximize the consistency of phylogenomic signal.