I've had extreme anxiety ever since i was a boy. This summer it's reached it's climax and I was put on anti-depressants by my doctor. Indeed anxiety has taken quite a toll on my ability to lucid dream as well as make me have trouble overcoming the fear of lucid dreaming and all of the horrible hallucinations that I can still remember to this day. My suggestion to you is just to keep calm. Remind yourself every night before bed that the dreams are not real. And I don't mean remind by just thinking in your head that they're not real. Believe it with your heart. That's the only way to overcome them. They're not real, and they will never ever hurt you. Not even if you physically see the most horrifying thing imaginable. That's exactly what it is, anyways. imagined.

Good luck, stay tough. PM me if you need any further assistance.
From one anxiety buddy to another