highfunctioning, I have had this problem before as well. Many of my anxiety symptoms are physical and seem to spring up before I even have had time to have a thought to trigger them. I have asked several Ts how "changing my thoughts" is supposed to help these symptoms when they pop up instantly before I have time to think anything (for example, upon waking up in the morning).

I think CBT is useful in some circumstances for some people. I think how skillfully it is practiced by the T is important in its efficacy as well. But I don't think it is the panacea some Ts seem to think it is. And I certainly don't think you should feel like a failure if it is not working for you!

I think you are right to consider a med adjustment (though I also agree that upping the Klonopin may be a dangerous slippery slope), and I wonder if you could ask your T about trying mindfulness therapy or DBT or something similar. There is also something called ACT that I have read books on that has been very helpful.