It has taken most of your life up to this time to develop your anxiety and sleeping problems and they will take more than a few weeks to help. I would tell your therapist you are interested in trying sleep and/or anxiety medicine but generally meds are for helping with the talking work. The anxiety and sleeping problems are from your life experiences and medicine only "supports" one getting well, does not actually make one well. I generally tried to ignore the symptoms (sleep and anxiety) and look for and address the problem to make the problem go away; just feeling a bit better doesn't really address any underlying situation?
Have you looked at your sleep hygiene and tried to make sure you are exercising and eating properly to help with your anxiety?
https://sleepfoundation.org/ask-the-.../sleep-hygiene
http://www.takingcharge.csh.umn.edu/...iety-and-depre