I think shutting down is actually an understandable, maybe even normal response to such things, especially when you get anxious easily as well - it’s comparatively rare for a person to be able to function as they normally would without having to make a big effort to maintain that normalcy. I hope that makes sense!
Sometimes shutting down to an extent is actually more helpful in the short term, than trying to stay present.
Right now, as you said, you’re in a limbo type state, so it is going to be hard to know how to feel or know what to do. You’re not doing anything wrong, though.