Hi OP. Sorry to hear you feel this way. When I was perimenopausal, I was in a really terrible place. I had really bad anxiety too.
What were your cycles like before peri? I ask as I don't think this is taken into consideration when given HRT. I think it is a bit of a blanket response. For example, I was given HRT and it made me feel terrible. Then I got a mirena coil and it changed my life as it shut down my cycle. 5 years later and I've not been troubled by the menopause since. I had flooding, terrible anxiety. My marriage nearly ended. I just needed the coil. I don't take the oestrogen. I had PCOS and this is what "I" needed for "my" body.
As for the anxiety, it crippled me. IMO there isn't one thing to fix it. It is a project to rehabilitate yourself from its grip. Things that helped me/ I still do today include;
Early morning exercise - running is very good. You get back from a workout and the positive endorphins take you through the day. It takes a few weeks of hard graft to kick in.
Nurturing yourself - I bet you care for others? I bet you do a good job of that. You need to turn that on yourself. Others need you to be well. It is important to take care of yourself. Little nice things for yourself; a coffee with a friend, a manicure, a massage, going shopping, a new lippy. All these things add up. Mindfulness, yoga.
Good, healthy food. Vitamins
Lay off the booze.
If you don't want to take meds from your GP, take them over the counter from a health food shop. I used St. Johns Wort, or Kalms. I use those sleepy T bags to have a good nights sleep. Get some rescue remedy.
Look at is as you've been in an accident, or had an illness. There isn't one solution. You need to address your physical body, and your mind. You need to move your body, nourish it well, find calm, and keep stress at bay.
Loads of love X