Firstly it's far more common than you think. Having a child is a huge life changing event and can unearth unknown anxieties we feel.
Are you generally an anxious person?
I had horrific post natal anxiety and OCD and still suffer to this day, nearly 4 years on. But I've had a lot of mental health problems in the past so this is just another one of my relapses.
For you, if this isn't normal, you're doing the right thing - engaging with professionals. My advice would be to say how difficult you are finding it, with the view of perhaps getting a perinatal mental health nurse looking after you - I had one, and she'd visit every week or more depending on how bad I was. I was also given more medication to help with the feelings, which helped. They were meds I could take whilst breastfeeding. I was also given a urgent referral to CBT which helped.
In the meantime, talk your feelings out - friends, family, even us on here. Do you find the anxieties are almost like intrusive thoughts that you can't shake? Mine was like this too, and I was diagnosed with post natal OCD. If you think it's the same, read about OCD - arm yourself with knowledge (it can be power) and look at the ways they suggest to counteract it.
Having a baby is a hugely stressful time where there are so many unknowns. One thing that helped me was talking to other women in the same position (I had a brilliant antenatal group that was formed on here which I joined, so we could all talk) and downloading the Wonder Weeks app so I had an idea of what to expect and when.
Also, drawing up routines of what to do with my son helped - I used to find myself obsessively worrying about whether he'd fed enough, so I used to track how long he'd fed for and when, and then at the end of the day I could look back and see he'd had enough and I was doing alright.
Support from your DH is critical - I didn't have that with my ex, and he made it significantly worse because he didn't understand or want to, or help overnight etc. If you can pass the buck to him at times so you can get some rest, do so - I found sleep deprivation made my mental health so much worse.
I hope some of that has helped 