It sounds like it's daunting you, which is understandable - it's a big change! - but... why would you not living at home mean you didn't get family support any more? You could look for a house share nearby that gives you the best of both worlds - your own space, away from whatever is affecting you at the family home, but close enough by that if texts/calls aren't enough support wise, you can pop in to see them.
You did it while at uni, I'm guessing, so perhaps going home again has meant you've slid back into feeling like being away = scary?
Also, you'll have your friend you live with, and any other friends around, as your support network: I mean it positively when I say, just because your family members don't have much of a support network outside the family, doesn't mean you can't. Support can come from all kinds of places, and you rarely need to be in person/very close by for them to still be good and enriching in your life.
There are so many good things about being in your own space: freedom, a safe haven that you make your own, being able to engage with your family when you want to and feel able to without damaging your mental health.
It sounds like you need that space, and fear of a slight unknown (although not totally as you've moved out before) that could be amazing is far better than sticking with something which is making you unwell.
Being fearful is okay - we sometimes think if something scares us, we should avoid it or not do it, and sometimes that's true. But sometimes it's okay to just - be scared. You can be scared and still do it, especially when the chances are that it'll be better in many ways.
It might be useful to really dig into exactly what your fears are, and then decide how true they really are and how you could counter them, e.g.:
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I'm scared I won't have support any more > the counter argument to this is 'I can still get support by text/phone, I can still visit, I have friends for support too, I could look for new types of support like a hobby group or forum'. So, is the fear 'true'? Not really, it's your brain being scared of the unknown
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'Something will be unfamiliar and that's scary' > can be countered with 'unfamiliar means new and I know I need a change, being scared doesn't mean I shouldn't do it, being in new situations and learning how to respond and work through them is how I grow in independence' etc
In terms of career/jobs - you don't need to know now, or you don't need to 'decide 100% now and that's it for life', so don't worry about making the 'wrong' choice. Look into apprenticeships, look at online courses on FutureLearn or Coursera, try some stuff out and see what sparks interest - you could do 3 weeks of a coding course and love it and want to pursue it more, you could do a course of nutrition and love that. There are a million options and unless you want to do something with a huge, long, expensive entry route like medicine etc, there's plenty of things you could find interesting, take some courses and learn skills, take an entry level job, try out for a few years and if it ended up not being the perfect fit, you'll still have transferrable skills.
If you haven't already, definitely speak to your GP about your mental health, too! 
That's another form of support, and of taking a step to look after yourself. You might be able to get some help with your anxiety, or if you already are, ask if there's other forms of help that could ease you through a period of heightened worry as you try and transition into a new part of your life.
Basically - it's 100% understandable you're anxious, feeling a bit like you need to make a change for the better but being scared of the unknown. It's easy to get stuck and for any change to feel too big - but none of the changes you make need to be irreversible, and part of becoming independent is learning to make changes anyway and see what happens: sometimes it works, sometimes it doesn't, and mostly that's okay.