Perhaps the anxiety could be caused by the pain, like a psychological reaction. I've had very bad fatigue for years and it made me withdraw from life as I was so worried I'd be too tired to do anything. It made me depressed so I stayed indoors alot, I was very ill (still am) and then the thought of going out made me anxious, and I felt I'd let people down because I wasn't physically capable of doing much.
Also, am I right in saying that fibromyalgia coincides frequntly with Depression and anxiety? Not sure but it's worth looking into that.