Earlier quoted context omitted.
I recommend working out, it helped me a ton with anxiety. It basically cured it (I don't work out much anymore but a short intense few months of hard workouts seems to have almost removed it from my system years afterwards).
There are sources of anxiety without clear solutions. I have a stalker. There's low-level harassment continuously, but every few months, she does something crazy, and my life is completely disrupted. I have no idea what to do about it. It's nearing a decade....
Alternatively, (non-violent) retaliation? Seems like there's no downside for this person to be harassing you. Creating a downside might make her think twice next time.