So sorry to hear so many of us are struggling with anxiety of some kind at the moment. Hope nobody minds, but I thought I'd fling some potentially useful info out there in terms of sources of support that may be available in addition to directly speaking to your midwife.
There are so many different roads to explore, and tools to try, so don't ever give up hope. Personally, I have literally been as low as it can go, and I am still here - and I could never have imagined being where I am now at the time.
Mind have a great list of contacts here on all perinatal mental health areas (and also good general info): www.mind.org.uk/information-support/types-of-mental-health-problems/postnatal-depression-and-perinatal-mental-health/useful-contacts/#.W7ycU2hKjIU
Several people have mentioned meditation/mindfulness and personally this probably helped me the most with anxiety. I've heard lots of great things about www.headspace.com (app), and the Mental Health Foundation also have online courses: bemindful.co.uk/
Mindfulness: A Practical Guide to Finding Peace in a Frantic World (Mark Williams) is a great intro book to the concept.
CBT (cognitive behavioural therapy) is also often a first line treatment and there's a lot of self-help stuff out there:
moodgym.com.au/ (An Australian based online programme)
www.getselfhelp.co.uk - a lot of worksheets and therapy resources, mostly CBT, all completely free
In many places, you can also self-refer to IAPT (Improving Access to Psychological Therapies) services on the NHS - but I suspect midwife referrals would speed the whole thing up massively!
www.nhs.uk/service-search/Psychological-therapies-(IAPT)/LocationSearch/10008
For anyone who's working, it's worth checking out whether your employer has an EAP (Employee Assistance Programme), as you can often confidentially self-refer for therapy or phone counselling through these much quicker than on the NHS (@Angelmiracle, definitely ask OH if you have one as part of your return to work!) HR departments should know about them, but they're often poorly signposted within companies.
I also increasingly find self-compassion stuff useful, Paul Gilbert is probably the biggest name in the field and has written some good books.
Reading Well audit books based on NICE (NHS gold standard) guidelines, and have a whole selection to pick from: reading-well.org.uk/books/books-on-prescription/mental-health
And finally, there's always Samaritans on 116 123 - you honestly do NOT need to be suicidal to ring them, they will listen to you blather or ramble about anything, completely without judgement, no matter how inarticulate you think you're being. They won't give you advice, but they're great for those moments when you just feel you cannot ask a friend/partner/etc because it's too late, and it's just too overwhelming to be alone with what's in your head. And they're 100%, totally, completely confidential.
Sorry for the massive info dump, but I figured if there's anything in here of use to anyone, it was worth posting.