I'm not transgender so take my advice with a grain of salt. What I have read and heard from many trans people there is often a stage of intense questioning of one's gender where they are unsure of whether or not they really want to transition which is where a lot of the non-binary type of identities fall. Some people become actually pretty comfortable at this stage, some decide that they don't want to actually transition, and some decide that the only way to finally ameliorate their psychological discomfort is to move forward with transitioning. I guess my point here is that what you are experiencing sounds pretty typical for many trans people, you may want to see if you can find a therapist who can help you through this stage especially with co-morbid problems like anxiety and depression. I enjoy the videos of a trans-woman YouTuber who goes by Contrapoints. She has taught me a lot about trans issues and might be helpful to you.