In having anxiety problems as well, my boyfriend never sympathized with me over things like you mention. If I did something that was tough for me that he knew about, afterwards he'd hug me and tell me that he was proud of me. That meant a lot.

At other times, he did the less polite thing of making fun of me and mocking me a bit. It pissed me off, but it helped me to come out of my shell a bit and realize how ridiculous I could be sometimes.

Also, just because something you do annoys her doesn't make it bad. Her being annoyed and uncomfortable isn't all that bad, either. How else will she change? I'd say to stick to letting her know the unrealistic aspects of things. Be realistic with her, but make note of her feelings and give her some space if things get too heavy. I'd say to avoid giving in unless you're sarcastically agreeing about how terrible everything is. Let her know that you're there for her, but you aren't going to let her drown in her own unrealistic negativity.