Perhaps, if help is out of the question, you might consider means of taking things into your own hands.

I myself have found self-help literature to be helpful - particularly those of the CBT variety (which I of late seem to be flogging about here a great deal). Regardless of the style, I encourage you to choose those books that contain worksheets and lesson plans. As I said, Cognative Behavior Therapy is an example I found extremely helpful - especiaily for my Catastrophic thinking variety of Anxiety (and the OCD coping mechanisms that followed suit).

They key thing with such workbooks is that you HAVE to actually do the work - and don't get ahead of yourself. Ideally, you should give yourself 3 months to work through them (no joke).

I admit I did this alongside actual therapy.

A note about this is that doing the work should become a lifestyle - one doesn't just walk away from the tools once the program is complete. I still take out the worksheets on occasion when before I head into a situation I am uncomfortable with.

Let us know how things are going.