It seems that a lot of times that being a musician in real life and playing in real life and professional groups is so much less stressful and easier than playing in university groups that it's ridiculous. Of course, if you do choose to continue to pursue music professionally, likely you will also need a second or third job as well, so there's value in being able to do another job, whether in music or not. I would just not give up on playing professionally until you've experienced playing professionally in multiple groups.

I have and have had pretty bad anxiety and I'm getting my DMA now. Sure, I'm not a performance major anymore and that helps my anxiety a lot, but I've been involved in the university culture for several years now and it is so much more stressful than the real world that it isn't even funny. Especially undergrad…it seems to get easier for some reason in higher degrees. I guess because at that point you have the background knowledge you need to be successful, unlike in undergrad where it feels like you're constantly trying not to drown.

Writing can be a good solution, but make sure that writing isn't making you dwell unnecessarily on what's bothering you. Unfortunately, I can't say what's worked for me because it's probably against the rules here and it may backfire on other people (and possibly me someday).