My dear you’ve come to the right person. I suffer this issue too, and can advise a number of pokemon who help entirely with the problem, along with depression too.
Roselia is a perfect partner, learning the move aromatherapy is a double whammy as they not only produce a scent that improves your mood, but that Pokémon attack is effective in humans and can calm a panic attack down in under a minute. I always advise these pokemon to anyone with anxiety, but there are other options!
Bounsweet, spritzee, and some variations of Litwick can give of aromas that truly can calm an anxious person, and help with long term management of the issue, where as pokemon such as Togepi, Happiny, and Ralts all can pass on happy emotions and dispel negative ones, even dispelling the anxiety before it has a chance to become a full blown panic attack.
Some people don’t agree, but Shuppet is a pokemon I hold dear when having a bad day. A lot of anxiety is born of fear and anger, even jealousy. Shuppet eats up those negative emotions that bring you down, making the recovery from a low mood faster, not removing the thoughts, so you have a chance to process the thing causing the nervousness, instead of simply avoiding it by dispelling it with a different Pokemon’s abilities.
Facing fears can lead to growth and sometimes it helps people to try that method instead.
The choice is yours, all these pokemon are exceptionally good at helping you manage the day to day worries.
Good Luck friend, I hope you find your perfect partner to help you in your battles!