Actually, you probably self-soothe pretty well; check out your "symptoms" there's probably one in there that reduces your anxiety and can be adapted to suit your purposes or "allowed" until you aren't as anxious or don't get as "upset" as often? I use to rock back and forth, for example (until I was well into my 50's!).

I have several books I reread that comfort me and projects I can work on. Sometimes walking helps me, especially in the evening or in relation to one of my hobbies (walking in cool, quiet graveyards studying history or genealogy). Think of what you "like" to do that doesn't harm you (i.e., don't go shopping if you haven't the money :-) or adapt it so it works but doesn't harm you (I use to go to a huge antique "mall" with $10 and make myself find "the" item that was for me; works in grocery stores too, if you could have only one item from a grocery store, what would it be?).