About 5 years ago, I had an insane amount of anxiety. At that time, in addition to MG, I added Fish oil, which made a world of difference to me. Then when I added Starflower oil, I really calmed down. So yeah, the Omegas are a huge help for anxiety.
ps
The fish oil can make your blood pressure go down. So I find it best to take it in the evening, when it doesn't affect my BP that much.