Please, please, please don't keep changing your dosage - stick with 1mg in the morning and 1mg at night - this will give you a steady dose. It may not be the HRT that is causing the burning etc. - your own hormones may have done a surge. If your anxiety is caused by hormones then it will take some time for this to settle. Many ladies find they still get anxiety on HRT particularly if they have a history of anxiety and depression - this is why many need some ADs alongside HRT.
Be patient and allow your body to adjust - don't expect a quick fix. DG x