Breathe! Now...face reality...it isn't all you. The system sucks. It sounds like you have been jerked around. There is a lot of passing you around from this person to that person. You also aren't being heard.
You specifically asked for something for anxiety. It sounds like that went unheard. I have done the very same thing with my primary care doctor and have not been heard. I cannot get any medication for anxiety so to hell with them! Now I use the herbs valerian and passion flower...and they work as well as anti-anxiety medication. You can buy a bottle at the supermarket or Target!
And of course you seem like a "bad patient" to them because you have needs that aren't being properly met. My mother was a nurse and she always said that the "bad patient" or the demanding patient was the one who got better faster than others. Geez, you are just trying to improve yourself and your life. I personally think you have a right to voice your opinions without having to scream but I so know that desire!
All I can say is...breathe, breathe and breathe. Slow deep breaths.
Then...accept that this system is broken.
I think a lot of patience is needed.
Frankly I have found primary care doctors to be extremely ineffective with regards to mental health care and mental health care medications. I vow I am no longer going to have them be in my mental health care loop. They seem more like technicians than doctors.
Psychiatrists can be jerks, too.
Finally, dealing with all these people is frustrating. Pick your battles. Figure out who can help you the most, what you want from them, and learn to curb your emotions because when you get emotional people won't hear you as well. It is nothing you are doing wrong... it is just that professionals really freak out when their patients get emotional.
Don't get down on yourself. Learn to be a friend to yourself because you are your best advocate.

I have learned all of this through experience.