From life long experience i know anxiety certainly goes with hormones!
Mine was through the roof until I started hrt., before peri started i was always twitchy before periods
So, it looks like anxiety surfaces with too much or to little hormones! Can't win can we!
It is highly likley to be related, but as for too much or too little you may not get to the bottom of it, but look at your other symptoms to indicate if progesterone or oestrogen related.
Then a bit of drug/dose tinkering may be useful. Bw