I have been very ill for the past 3 years and have had anxiety for pretty much my whole life. In the past year I have been trying pretty much everything I can possibly think of in order to combat this. I have seen moderate improvement within the last 2 months so hopefully this will help some of you.
As I write this I have nearly 30 supplements in my room and will tell you which ones have been beneficial after I go through all my symptoms:

Brain fog, chronic fatigue, dry heaving/nausea, anxiety, depression, mild OCD, severe onset insomnia, cold hands and feet, churning stomach, eye floaters, hot flashes, malorgasmia, forgetfulness, slow exercise recovery and easy bruising, TMJ, increased thirst, dark circles below the eyes, heart palpitations, pain in the heart (worse when cold), and others I can't currently remember.
Beneficial supplements and practices:
Vitamin D3, omega-3, multivitamin, mangesium chloride, alkaline foods, earthing mat, Buteyko lifestyle - including but not limited to; doing all exercise with only nose breathing (30-60 min walk daily), meditation (stopped doing this as I can't stick the lack of stimulation), himalayan salt, and I assume Alkaline Water will help but I won't know for sure until I try this at the end of the oncoming week.
And here's what the above generally specialises in helping:
Vitamin d3 - depression
omega-3 - small improvements in Depression and anxiety
magnesium chloride - Depression and anxiety
multivitamin - energy increase
alkaline foods - energy increase, greater sense of well-being
earthing mat - seems to help with sleep onset and feeling more rested
exercise with nose breathing - wakes me up and improves every symptom
himalayan Sea Salt - supposed to help energy, I was never sure if this actually helped
Alkaline Water - everything, but haven't tried yet.