The problem with having the Mirena coil (which gives you progesterone) or being on HRT (which gives you oestrogen and progesterone) is that it's very difficult to tell what is going on with your own hormones.
Having lots of extra progesterone for several years will stop your periods but will also potentially give you other low oestrogen symptoms such as low mood, anxiety, etc.
So you may be experiencing menopausal developments or just the side effects of the Mirena coil! HRT is no solution as you will eventually need to come off it and the symptoms then tend to be very severe and distressing. Also, if you went on HRT now it would be likely to trigger your periods again.
There are some practical steps you can take to counter the anxiety, even though it is likely to be the result of low oestrogen (either natural or caused by the progesterone dose).
Firstly, have a look at some simple breathing exercises - you can find them online or get a book on Amazon, but actually just something as simple as counting to 3 on the in breath and another 3 on the out breath will work wonders if you do it for a minute or so several times daily.
Secondly, make sure you are properly hydrated. Drinking at least 1.5 litres of water daily makes a big difference to both energy and anxiety levels. Don't drink with meals as this just makes you bloated, but fit your water in at other times of day. Cut down (or preferably out!) on caffeine, e.g. coffee, tea, fizzy drinks.
Prioritise 10-20 minutes of gentle exercise such as walking every day, as this boosts your production of 'happy chemicals' such as serotonin, as well as getting your hormones circulating around your bloodstream. It may seem like just another thing to fit into your schedule, but that 10 minutes can pay huge dividends in how you feel - and it's free!
There are nice herbal remedies to look at too, e.g. Stress Relief Daytime, but do the lifestyle things too because they make heaps of difference.