Not that I suffer with anxiety generally, but I do find Cemetry Gates a good one for instant uplift, notwithstanding the rather gothy image of two people spending their summer recreational time at a graveyard.
Unloveable, too—very whimsical and wry, quite far from the morbid wallowing its title (and a cursory glance at the lyrics) might suggest.
I think songs like this charming man which are busy and uptempo. What helps my anxiety is being distracted from it and following a busy guitar line can do that