I think most of first time requests are denied here in USA... unless you begin with a lawyer. Most do get a lawyer to complete the process, being disabled it's too difficult. The good news is that once you are approved, your benefits are retroactive to when you first applied!~

Keep all notes and records, be as organized as you can be, have a page of who you talk to when and about what (date, time, people, numbers or emails and topic, agreements)... it takes the memory part off your shoulders and may be invaluable later.

Breathe. Therapy can help you with the anxiety, and thus also lower your episodes, imo.