The emergency room is for emergencies.
Their goal is to administer emergency treatment; to admit to the hospital or to stabilize a patient until the patient can see their doctor.
It wouldn't be a place to go to begin long term treatment. At best they my give you medication for that day and then tell you to see your physician.

Do you have a community mental health center? That could be an option, as they have psychiatrists who can prescribe medication.

Now that you have insurance benefits, it is a good time to find a new primary care doctor for all of your health concerns, and especially the chronic pain. A family doctor may prescribe anxiety meds or may prefer that you see a specialist, a psychiatrist for that.

You don't have to arrive in a state of anxiety. Use words to describe what it is like and they will understand.