I have been treating anxiety with cannabis for 20 years - social anxiety AND bad ocd - and nothing I've found works as well as Hindu Kush. In the past, it was a difficult road because I found that some bags helped and some didn't. People that say "weed hurts anxiety" are (sorry.. I'm not usually this harsh) ignorant. Obviously, they haven't paid attention to the last 20+ years of selective breeding research, nor do they understand the concept of "strain". The past 10 years, for me, have been bliss. More selective breeding has meant more isolation of genetics and more science going into the exploration of how different cannabinoids effect the human body.
I can tell you this.. when I am under heavy stress and my environment is contributing to my anxiety, a heavy sativa will GENERALLY make it worse. There are some exceptions to this rule. NYC Diesel, while 75% sativa, tends to work for me, while Sour Diesel, 90% sativa, will make it a bit worse. I didn't really understand for a long time why 2 similar strains would have such a vastly different effect. Recently, I found this site:
http://www.a1b2c3.com/drugs/mj028.htm . It seemed to explain quite well what has a better chance of helping. For me, I find that 'upbeat' indicas work best for anxiety. Going by the site I referenced, that's a high level of THC with low CBD and CBN. Hindu Kush is an upbeat Indica. I'm experimenting with growing Citral and Top44, among some others to see how well they do for my anxiety, as well.
I've been heavy on a friend's magical bagseed strain for several years. It was a very mild sativa that worked well. Also, I find that I can get away with Sour Diesel in small doses to ease the anxiety. So.. 2 puffs and done for a while. Otherwise, my heart races and I feel the need to organize things and become a complete social retard. With the Indicas, I can smoke more and not feel nuts.
Bottom line.. there is a strain out there to help you. Finding it and sticking with it are the tricky parts.