Have you ever had a sleep study done? Maybe you are a naturally segmented sleeper who is prone to sleep in segments rather than straight through. I am a segmented sleeper. All three of my sleep studies showed that, and that i have mild sleep apnea. But I won't wear a CPAP machine b/c those things can give people pneumonia and COPD and other lung inflammation problems. Yuck.

Maybe your insomnia is natural. Or, it could be due the dosage of your combined anxiety medications? I know that when a psych dr Px me a benzo for sleep (he lost his board license for prescribing his patients the wrong meds b/c he got paid by the drug manufacturer under the table).I have that in-between sleep and awake dreamstate like hallucinations sometimes too; where I'm in the middle of a dream but am waking up and think I'm asleep or vice versa.

Do you have a routine you follow to get to bed at night? Routines can be very helpful. The hallucinations between the deep stage of sleep and being awake is completely normal. Nothing abnormal about it. It's how I remember my dreams actually. Sometimes, I"ll wake up in the middle of a conversation I'm having in a dream and make myself laugh after I wake up.

I have anxiety too but don't take any meds (any longer) for it. I found out my panic attacks were due to low iron, low vitamin D and Bs and low magnesium. When I get those low levels to normal my panic attacks stop. Have you had your iron level checks?